Estimation of state variable using MCMC-based particle filter for Dirichlet process mixture model

zbMATH Open1281.62207MaRDI QIDQ2864731

Kouya Sugimoto, Fumitake Sakaori

Publication date: 26 November 2013

Published in: Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL: http://www.terrapub.co.jp/journals/jjssj/abstract/4102/41020265.html

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Sequential estimation (62L12)

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