Pages that link to "Item:Q413962"

The following pages link to Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962):

Displaying 7 items.

• Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
• Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
• Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
• Continuous time modeling of panel data: SEM versus filter techniques (Q3525701) (← links)
• The discretization filter: A simple way to estimate nonlinear state space models (Q5164473) (← links)
• Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749) (← links)
• Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (Q6107603) (← links)