Nonlinear and non-gausslan state space modeling using sampling techniques

Annals of the Institute of Statistical Mathematics

Volumn 53, Issue 1, 2001, Pages 63-81

  Tanizaki, Hisashi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Filtering; Importance resampling; Joint density; Metropolis Hastings independence sampling; Rejection sampling; Smoothing

Indexed keywords

EID: 0008778775     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017916420893     Document Type: Article

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