Particle Approximations of the Score and Observed Information Matrix for Parameter Estimation in State-Space Models With Linear Computational Cost (2016)
Attributed to:
Lancaster University - Equipment Account
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/10618600.2015.1093492
Publication URI: http://dx.doi.org/10.1080/10618600.2015.1093492
Type: Journal Article/Review
Parent Publication: Journal of Computational and Graphical Statistics
Issue: 4