Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods (2014)

First Author: Jasra A
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/10.1145/2592254

Publication URI: http://dx.doi.org/10.1145/2592254

Type: Journal Article/Review

Parent Publication: ACM Transactions on Modeling and Computer Simulation

Issue: 3