CUED Publications database

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

Poyiadjis, G and Doucet, A and Singh, SS (2011) Particle approximations of the score and observed information matrix in state space models with application to parameter estimation. Biometrika, 98. pp. 65-80. ISSN 1464-3510

Full text not available from this repository.
Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 18:59
Last Modified: 10 Aug 2017 01:38
DOI: