Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models
| Year of publication: |
2001
|
|---|---|
| Authors: | Bergman, Niclas ; Doucet, Arnaud ; Gordon, Neil |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 97-112
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| Publisher: |
Springer |
| Subject: | Optimal estimation | Bayesian inference | sequential Monte Carlo methods | posterior Cramér-Rao bounds |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184668