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Special issue on Nonlinear non-Gaussian models and related filtering methods - Maximum a posteriori sequence estimation using Monte Carlo particle filters
Godsill, Simon; Doucet, Arnaud; West, Mike - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 82-96
Persistent link: https://www.econbiz.de/10006564327
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Parameter Estimation in General State-Space Models using Particle Methods
Doucet, Arnaud; Tadic, Vladislav B. - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 2, pp. 409-422
Persistent link: https://www.econbiz.de/10006553570
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models
Bergman, Niclas; Doucet, Arnaud; Gordon, Neil - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10006564326
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Smoothing algorithms for state–space models
Briers, Mark; Doucet, Arnaud; Maskell, Simon - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10008345457