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Particle Approximations of the Score and Observed Information Matrix for Parameter Estimation in State Space Models With Linear Computational Cost
Nemeth, Christopher, Fearnhead, Paul, Mihaylova, LyudmilaLanguage:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2015.1093492
Date:
October, 2015
File:
PDF, 2.97 MB
english, 2015