On Particle Methods for Parameter Estimation in State-Space Models (2015)

First Author: Kantas N
Attributed to:  Sequential Monte Carlo methods for applications in high dimensions. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/14-sts511

Publication URI: http://dx.doi.org/10.1214/14-sts511

Type: Journal Article/Review

Parent Publication: Statistical Science

Issue: 3