Langevin and Kalman importance sampling for nonlinear continuous-discrete state space models
Year of publication: |
Februar 2017
|
---|---|
Authors: | Singer, Hermann |
Publisher: |
Hagen : FernUniversität in Hagen |
Subject: | Zustandsraummodell | State space model | Theorie | Theory | Stichprobenerhebung | Sampling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process |
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