Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
type: Item
instance of: scholarly article
title: Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models
zbMATH Open document ID: 1163.60320
author: Sylvain Rubenthaler
author: Tobias Rydén
author: Magnus Wiktorsson
published in: Stochastic Processes and their Applications
publication date: 2009-06-04T00:00:00Z
Mathematics Subject Classification ID: 60J22
zbMATH DE Number: 5561595
zbMATH Keywords: simulated annealing
zbMATH Keywords: convergence rate
zbMATH Keywords: maximum likelihood estimation
MaRDI profile type: Publication
full work available at URL: j.spa.2008.09.007
OpenAlex ID: W2077370047
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DOI: 10.1016/J.SPA.2008.09.007
description: scientific article; zbMATH DE number 5561595