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)
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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
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E-Collection record created: Fri, 18 Apr 2008, 20:47:17 CET