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

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2 Citations (Scopus)

Translated title of the contribution	On-Line Parameter Estimation in General State-Space Models Using a Pseudo-Likelihood Approach
Original language	English
Pages (from-to)	Submitted
Journal	to Journal of the Royal Statistical Society B: Statistical Methodology
Publication status	Published - 2012

Handle.net

@article{c7b871a3f8db43c9a221b251f20c6f13,

title = "On-Line Parameter Estimation in General State-Space Models Using a Pseudo-Likelihood Approach",

author = "C Andrieu and A Doucet and VB Tadic",

year = "2012",

language = "English",

pages = "Submitted",

journal = "to Journal of the Royal Statistical Society B: Statistical Methodology",

issn = "1467-9868",

publisher = "John Wiley and Sons Inc",

}

TY - JOUR

T1 - On-Line Parameter Estimation in General State-Space Models Using a Pseudo-Likelihood Approach

AU - Andrieu, C

AU - Doucet, A

AU - Tadic, VB

PY - 2012

Y1 - 2012

M3 - Article (Academic Journal)

SN - 1467-9868

SP - Submitted

JO - to Journal of the Royal Statistical Society B: Statistical Methodology

JF - to Journal of the Royal Statistical Society B: Statistical Methodology

ER -