On-Line Parameter Estimation in General State-Space Models Using a Pseudo-Likelihood Approach

C Andrieu, A Doucet, VB Tadic

Research output: Contribution to journalArticle (Academic Journal)

2 Citations (Scopus)
Translated title of the contributionOn-Line Parameter Estimation in General State-Space Models Using a Pseudo-Likelihood Approach
Original languageEnglish
Pages (from-to)Submitted
Journalto Journal of the Royal Statistical Society B: Statistical Methodology
Publication statusPublished - 2012

Cite this