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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

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Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron job
Date Deposited: 04 Feb 2015 22:44
Last Modified: 26 Mar 2015 01:39
DOI: 10.1093/biomet/asq062