Author:
Scharth Marcel,Kohn Robert
Subject
Applied Mathematics,Economics and Econometrics
Reference33 articles.
1. Particle Markov chain Monte Carlo methods;Andrieu;J. R. Stat. Soc. Ser. B Stat. Methodol.,2010
2. Efficient importance sampling for ML estimation of SCD models;Bauwens;Comput. Statist. Data Anal.,2009
3. Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference;Chopin;Ann. Statist.,2004
4. Efficient likelihood evaluation of state-space representations;DeJong;Rev. Econ. Stud.,2012
5. Feynman–Kac Formulae: Genealogical and Interacting Particle Systems With Applications;Del Moral,2004
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献