Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

Date: 2011

Categories:

Reference

Poyiadjis, G., Doucet, A. and Singh, S.S. (2011) ‘Particle approximations of the score and observed information matrix in state space models with application to parameter estimation’,Biometrika, 98(1), pp. 65–80.

Full text available at biomet.oxfordjournals.org

Author

Prof. Arnaud Doucet

« Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Particle Markov chain Monte Carlo methods »

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

Reference

Author

More