Bayes factor estimation for nonlinear dynamic state space models

DOI10.1016/J.CRMA.2009.02.017zbMath1158.62022OpenAlexW1974354471MaRDI QIDQ1013038

Jean-Pierre Vila, Issa Saley

Publication date: 16 April 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.02.017

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Time series analysis of dynamical systems (37M10)

Related Items (1)

Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems

Uses Software

• tsbridge

Cites Work

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