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 1464-3510Full text not available from this repository.
|Divisions:||Div F > Signal Processing and Communications|
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|Date Deposited:||18 May 2016 17:41|
|Last Modified:||01 Jul 2016 01:04|