Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models
Year of publication: |
2001
|
---|---|
Authors: | Bergman, Niclas ; Doucet, Arnaud ; Gordon, Neil |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 97-112
|
Publisher: |
Springer |
Subject: | Optimal estimation | Bayesian inference | sequential Monte Carlo methods | posterior Cramér-Rao bounds |
-
Online estimation of DSGE models
Cai, Michael, (2019)
-
Online estimation of DSGE models
Cai, Michael, (2019)
-
Online estimation of DSGE models
Cai, Michael, (2019)
- More ...
-
Bergman, Niclas, (2001)
-
Grey, Simon, (2017)
-
The correlated pseudomarginal method
Deligiannidis, George, (2018)
- More ...