Pages that link to "Item:Q413962"
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The following pages link to Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962):
Displaying 3 items.
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
