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Particle filter-based approximate maximum likelihood inference asymptotics in state-space models - MaRDI portal

Particle filter-based approximate maximum likelihood inference asymptotics in state-space models (Q5427544)

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scientific article; zbMATH DE number 5213282
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Particle filter-based approximate maximum likelihood inference asymptotics in state-space models
scientific article; zbMATH DE number 5213282

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    Particle filter-based approximate maximum likelihood inference asymptotics in state-space models (English)
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    20 November 2007
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    particle filter
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    state-space model
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    maximum likelihood
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    consistency
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