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Monte Carlo approximations for general state space models
| Metadata Label | Value |
|---|---|
| Author(s): | Hürzeler, Markus, Künsch, Hansruedi |
| Publisher: | Seminar für Statistik, ETH |
| Citation: | Hürzeler, Markus and Künsch, Hansruedi. Monte Carlo approximations for general state space models. Seminar für Statistik, ETH (1995). http://dx.doi.org/10.3929/ethz-a-001438927 |
| Document Type: | Reports |
| Documents: |
Text
(241.19KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Monte Carlo approximations for general state space models |
| Author(s) |
Hürzeler, Markus Künsch, Hansruedi |
| Publication Place | Zürich |
| Publisher | Seminar für Statistik, ETH |
| Publication Date | 1995 |
| Series | Research report / Seminar für Statistik, Eidgenössische Technische Hochschule Zürich no. 73 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-001438927 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
KALMAN FILTERING CONTROL SYSTEMS THEORY STOCHASTIC APPROXIMATION MONTE CARLO METHODS STOCHASTICS TIME SERIES ANALYSIS MATHEMATICAL STATISTICS ROBUST STATISTICS PARAMETRIC STATISTICS |
| Organisational Unit | Seminar for Statistics |
| Online Publication Date | 2002 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-22410-01.pdf |
application/pdf | 241.19KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=001438927 |
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E-Collection record created: Fri, 18 Apr 2008, 20:47:17 CET