Modified efficient importance sampling for partially non‐Gaussian state space models (Q6147738)
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scientific article; zbMATH DE number 7788764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified efficient importance sampling for partially non‐Gaussian state space models |
scientific article; zbMATH DE number 7788764 |
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Modified efficient importance sampling for partially non‐Gaussian state space models (English)
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16 January 2024
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efficient importance sampling
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Kalman filter
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Monte Carlo maximum likelihood
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non-Gaussian dynamic models
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simulation smoothing
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