Optimal Estimation and Cramér-Rao Bounds for Partial...

Annals of the Institute of Statistical Mathematics 2001 / 03 Vol. 53; Iss. 1

Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models

Niclas Bergman, Arnaud Doucet, Neil Gordon
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Volume:
53
Pages:
16
Journal:
Annals of the Institute of Statistical Mathematics
DOI:
10.1023/a:1017920621802
Date:
March, 2001
File:
PDF, 784 KB
2001
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