Parameter estimation in general state-space models using particle methods
type: Item
instance of: scholarly article
title: Parameter estimation in general state-space models using particle methods
zbMATH Open document ID: 1047.62084
author: Arnaud Doucet
author: Vladislav B. Tadić
published in: Annals of the Institute of Statistical Mathematics
publication date: 2004-10-05T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2106218
zbMATH Keywords: optimal filtering
zbMATH Keywords: sequential Monte Carlo
zbMATH Keywords: state-space models
zbMATH Keywords: nonlinear time series
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2106218