Smoothing algorithms for state–space models
| Year of publication: |
2010
|
|---|---|
| Authors: | Briers, Mark ; Doucet, Arnaud ; Maskell, Simon |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 1, p. 61-89
|
| Publisher: |
Springer |
| Subject: | Sequential Monte Carlo | Two-filter smoothing | State–space models | Rao-Blackwellisation | Non-linear diffusion | Parameter estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497341