Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
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Publication:892433
DOI10.1007/s11222-012-9327-7zbMath1325.93053OpenAlexW2059558690MaRDI QIDQ892433
Jean-Pierre Gauchi, Jean-Pierre Vila
Publication date: 19 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9327-7
Bayes factornonlinear filteringstate-space modelparticle filteringCUSUM testsensitivity indicesinference testsnonparametric filtering
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05)
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Approximate Bayesian Computation for a Class of Time Series Models, Approximate Bayesian Computation for Smoothing, Gradient free parameter estimation for hidden Markov models with intractable likelihoods
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