Independent particle filters
Year of publication: |
2005
|
---|---|
Authors: | Lin, Ming T. ; Zhang, Junni L. ; Cheng, Qiansheng ; Chen, Rong |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 472, p. 1412-1421
|
Subject: | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Ihle, Rico, (2011)
-
Sequential Monte Carlo sampling for state space models
Wüthrich, Mario V., (2017)
-
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
Hu, Yingyao, (2019)
- More ...
-
Theory and Methods - Independent Particle Filters
Lin, Ming T., (2005)
-
A simple approach to valuing Asian rainbow options
Zhan, Huirong, (2010)
-
The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
Zhang, Junni L., (2017)
- More ...