Parameter Estimation in General State-Space Models using Particle Methods

Author： Doucet Arnaud  

Publisher： Springer Publishing Company

ISSN： 0020-3157

Source： Annals of the Institute of Statistical Mathematics, Vol.55, Iss.2, 2003-01, pp. : 409-422

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A stable particle filter for a class of high-dimensional state-space models

By  

Advances in Applied Probability, Vol. 49, Iss. 1, 2017-03 ,pp. : 24-48

Cambridge University Press

Access to resources Recommend Favorite

Particle filter-based approximate maximum likelihood inference asymptotics in state-space models

By  

ESAIM: Proceedings, Vol. 19, Iss. issue, 2007-01 ,pp. : 115-120

Edp Sciences

Access to resources Recommend Favorite

Small area estimation with state space common factor models for rotating panels

By  

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Vol. 179, Iss. 3, 2016-06 ,pp. : 763-791

John Wiley & Sons Inc

Access to resources Recommend Favorite

A space-time state-space model of phytoplankton allelopathy

By Mukhopadhyay A.   Tapaswi P.K.   Chattopadhyay J.  

Nonlinear Analysis, Vol. 4, Iss. 3, 2003-09 ,pp. : 437-456

Elsevier

Access to resources Recommend Favorite

On Parameter Estimation for Semi-linear Errors-in-Variables Models

By Hengjian C.   Rongcai L.  

Journal of Multivariate Analysis, Vol. 64, Iss. 1, 1998-01 ,pp. : 1-24

Academic Press

Access to resources Recommend Favorite