Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (Q5939947)
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scientific article; zbMATH DE number 1623545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of unknown parameters in nonlinear and non-Gaussian state-space models |
scientific article; zbMATH DE number 1623545 |
Statements
Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (English)
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19 November 2001
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state-space model
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Metropolis-Hastings algorithm
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simulated annealing
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mode estimation
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Monte Carlo optimization
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