Parameter estimation in general state-space models using particle methods
| Year of publication: |
2003
|
|---|---|
| Authors: | Doucet, Arnaud ; Tadić, Vladislav |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 2, p. 409-422
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| Publisher: |
Springer |
| Subject: | Optimal filtering | parameter estimation | sequential Monte Carlo | state-space models | stochastic approximation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616283