Showing 1 - 10 of 54
Persistent link: https://www.econbiz.de/10014338462
Persistent link: https://www.econbiz.de/10014500867
Persistent link: https://www.econbiz.de/10011282701
Persistent link: https://www.econbiz.de/10011906404
Persistent link: https://www.econbiz.de/10011783068
Persistent link: https://www.econbiz.de/10012015465
Persistent link: https://www.econbiz.de/10012225042
Persistent link: https://www.econbiz.de/10012518091
This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters. Specifically, the filter is designed for the situation where...
Persistent link: https://www.econbiz.de/10012794245
Persistent link: https://www.econbiz.de/10013431716