Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
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Publication:5939947
DOI10.1016/S0378-3758(00)00218-4zbMath0972.62083OpenAlexW2075621349MaRDI QIDQ5939947
Publication date: 19 November 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00218-4
simulated annealingmode estimationMetropolis-Hastings algorithmMonte Carlo optimizationstate-space model
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