Particle Approximations of the Score and Observed Information Matrix for Parameter Estimation in State-Space Models With Linear Computational Cost (2016)

First Author: Nemeth C

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