Inequality constrained state-space models
Year of publication: |
2019
|
---|---|
Authors: | Qian, Hang |
Subject: | Kalman filter | Particle filter | Rao-Blackwellization | Sequential Monte Carlo | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick, (2016)
-
Mid-Price estimation for European corporate bonds : a particle filtering approach
Guéant, Olivier, (2018)
-
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho, (2014)
- More ...
-
Qian, Hang, (2009)
-
Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction
Qian, Hang, (2011)
-
Bayesian inference with monotone instrumental variables
Qian, Hang, (2011)
- More ...