On particle methods for parameter estimation in state-space models

Statistical Science

Volumn 30, Issue 3, 2015, Pages 328-351

  Kantas, Nikolas ^a   Doucet, Arnaud ^b   Singh, Sumeetpal S ^c   Maciejowski, Jan ^c   Chopin, Nicolas ^d  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^d CREST   (France)

Author keywords

Bayesian inference; Maximum likelihood inference; Particle filtering; Sequential monte carlo; State space models

Indexed keywords

EID: 84931459778     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-STS511     Document Type: Article

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