Estimation of agent-based models using sequential Monte Carlo methods
Year of publication: |
June 2018
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Authors: | Lux, Thomas |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 391-408
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Subject: | Agent-based models | Estimation | Markov chain Monte Carlo | Particle filter | Monte-Carlo-Simulation | Monte Carlo simulation | Agentenbasierte Modellierung | Agent-based modeling | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Simulation | Zustandsraummodell | State space model |
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