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...
| Auteurs principaux: | , , |
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| Format: | Conference item |
| Publié: |
2001
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