Parameter estimation in general state-space models using particle methods (Q1881407)
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scientific article; zbMATH DE number 2106218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation in general state-space models using particle methods |
scientific article; zbMATH DE number 2106218 |
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Parameter estimation in general state-space models using particle methods (English)
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5 October 2004
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optimal filtering
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sequential Monte Carlo
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state-space models
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nonlinear time series
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0.97979504
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0.91715187
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0.9163266
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0.9074912
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0.90546834
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0.90094733
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0.8989409
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