Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques
| Year of publication: |
2001
|
|---|---|
| Authors: | Tanizaki, Hisashi |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 63-81
|
| Publisher: |
Springer |
| Subject: | Filtering | smoothing | joint density | rejection sampling | importance resampling | Metropolis-Hastings independence sampling |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616232