On Particle Methods for Parameter Estimation in State-Space Models (2015)
Attributed to:
Advanced Monte Carlo Methods for Inference in Complex Dynamic Models
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