Monte Carlo smoothing for nonlinear time series
Year of publication: |
2004
|
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Authors: | Godsill, Simon J. ; Doucet, Arnaud ; West, Mike |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 465, p. 156-168
|
Subject: | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of the American Statistical Association |
Source: | ECONIS - Online Catalogue of the ZBW |
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