Efficient estimation of conditionally linear and Gaussian state space models (Q485736)
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scientific article; zbMATH DE number 6386053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of conditionally linear and Gaussian state space models |
scientific article; zbMATH DE number 6386053 |
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Efficient estimation of conditionally linear and Gaussian state space models (English)
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14 January 2015
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nonlinear state-space models
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efficient importance sampling
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Rao-Blackwellization
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inflation forecasting
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