Optimal estimation and Cramer-Rao bounds for partial non-gaussian state space models
Partial non-Gaussian state-space models include many models of interest while keeping a convenient analytical structure. In this paper, two problems related to partial non-Gaussian models are addressed. First, we present an efficient sequential Monte Carlo method to perform Bayesian inference. Secon...
| المؤلفون الرئيسيون: | , , |
|---|---|
| التنسيق: | Conference item |
| منشور في: |
2001
|