Parameter estimation for hidden markov models with intractable likelihoods

10.1111/sjos.12077

Saved in:

Bibliographic Details
Main Authors:	Dean, T.A., Singh, S.S., Jasra, A., Peters, G.W.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Approximate Bayesian computation Hidden Markov model Parameter estimation Sequential Monte Carlo
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125060
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

Description
Summary:	10.1111/sjos.12077

Similar Items