Parameter estimation for random dynamical systems using slice sampling

Physica A: Statistical Mechanics and its Applications

Volumn 381, Issue 1-2, 2007, Pages 71-81

  Hatjispyros, S J ^a   Nicoleris, Theodoros ^a   Walker, Stephen G ^b  

^a UNIVERSITY OF THE AEGEAN   (Greece)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Random dynamical systems; Slice sampler

Indexed keywords

DATA ACQUISITION; GRAPH THEORY; PARAMETER ESTIMATION; STATISTICAL MECHANICS;

DYNAMIC EQUATIONS; PHYSICAL PROCESS; SLICE SAMPLING; TIME SERIES DATA;

DYNAMICAL SYSTEMS;

EID: 34249670230     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.03.013     Document Type: Article

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