Self-organizing state-space models with artificial dynamics
From MaRDI portal
Cites work
- A global stochastic optimization particle filter algorithm
- Acceleration of Stochastic Approximation by Averaging
- An introduction to sequential Monte Carlo
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
- Bayesian particle filter algorithm for learning epidemic dynamics
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- Forecasting seasonal influenza with a state-space SIR model
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- Inference for dynamic and latent variable models via iterated perturbed Bayes maps
- Negative association, ordering and convergence of resampling methods
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- On particle methods for parameter estimation in state-space models
- Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
- Posterior consistency for partially observed Markov models
This page was built for publication: Self-organizing state-space models with artificial dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7315498)