Posterior mode estimation for nonlinear and non-Gaussian state space models

Statistica Sinica

Volumn 13, Issue 1, 2003, Pages 255-274

  So, Mike K P ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Filtering; Kaiman filter; Quadratic hill climbing; Stochastic volatility model; Time series

Indexed keywords

EID: 0038036572     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (20)

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