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机译:非线性非高斯状态空间模型的数值加速重要采样
Department of Econometrics, VU University Amsterdam, 1081 HV Amsterdam, The Netherlands Tinbergen Institute Amsterdam, The Netherlands CREATES, Aarhus University, DK-8210 Aarhus, Denmark;
Department of Finance, VU University Amsterdam, 1081 HV Amsterdam, The Netherlands Tinbergen Institute and Duisenberg School of Finance, 1082 MS Amsterdam, The Netherlands;
Australian School of Business, University of New South Wales, Kensington NSW 2052, Australia;
Control variables; Efficient importance sampling; Kalman filter; Numerical integration; Simulated maximum likelihood; Simulation smoothing; Stochastic volatility model;
机译:非线性非高斯状态空间模型的数值加速重要性抽样
机译:隐马尔可夫模型在非线性和非高斯状态空间建模中的一些应用
机译:审查将时间序列模型与过程和观察误差以及非线性,非高斯状态空间模型的似然计算进行拟合的方法
机译:基于内核平滑的非线性和非高斯状态空间模型的渐近准可能性
机译:使用多个投影基础和优化的状态空间采样,对非线性动力系统进行模型降阶。
机译:扩展卡尔曼滤波器用于生化网络非线性状态空间模型中参数的估计
机译:非线性非高斯状态空间模型的数值加速重要采样