General state-space models and sequential Monte Carlo methods

Time Series ◽  
2021 ◽  
pp. 189-216
Author(s):  
Raquel Prado ◽  
Marco A. R. Ferreira ◽  
Mike West
Keyword(s):  
Monte Carlo ◽  
State Space ◽  
Monte Carlo Methods ◽  
Sequential Monte Carlo ◽  
State Space Models ◽  
General State ◽  
Sequential Monte Carlo Methods ◽  
General State Space

scholarly journals Monte Carlo Approximations for General State-Space Models

1998 ◽  
Vol 7 (2) ◽  
pp. 175 ◽  
Author(s):  
Markus Hürzeler ◽  
Hans R. Künsch ◽  
Markus Hurzeler ◽  
Hans R. Kunsch
Keyword(s):  
Monte Carlo ◽  
State Space ◽  
State Space Models ◽  
General State ◽  
General State Space

scholarly journals Sequential Monte Carlo smoothing for general state space hidden Markov models

2011 ◽  
Vol 21 (6) ◽  
pp. 2109-2145 ◽  
Author(s):  
Randal Douc ◽  
Aurélien Garivier ◽  
Eric Moulines ◽  
Jimmy Olsson
Keyword(s):  
Monte Carlo ◽  
State Space ◽  
Hidden Markov Models ◽  
Sequential Monte Carlo ◽  
Markov Models ◽  
Hidden Markov ◽  
General State ◽  
General State Space
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