A Kalman particle filter for online parameter estimation with applications to affine models (Q2046297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kalman particle filter for online parameter estimation with applications to affine models |
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A Kalman particle filter for online parameter estimation with applications to affine models (English)
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17 August 2021
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affine process
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state space model
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Kalman filter
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particle filter
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parameter estimation
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posterior distribution
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