Parameter estimation for hidden markov models with intractable likelihoods

10.1111/sjos.12077

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-125060
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spelling	sg-nus-scholar.10635-1250602024-11-15T06:26:50Z Parameter estimation for hidden markov models with intractable likelihoods Dean, T.A. Singh, S.S. Jasra, A. Peters, G.W. STATISTICS & APPLIED PROBABILITY Approximate Bayesian computation Hidden Markov model Parameter estimation Sequential Monte Carlo 10.1111/sjos.12077 Scandinavian Journal of Statistics 2016-06-02T10:30:19Z 2016-06-02T10:30:19Z 2014 Article Dean, T.A., Singh, S.S., Jasra, A., Peters, G.W. (2014). Parameter estimation for hidden markov models with intractable likelihoods. Scandinavian Journal of Statistics. ScholarBank@NUS Repository. https://doi.org/10.1111/sjos.12077 03036898 http://scholarbank.nus.edu.sg/handle/10635/125060 000344860800007 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Approximate Bayesian computation Hidden Markov model Parameter estimation Sequential Monte Carlo
spellingShingle	Approximate Bayesian computation Hidden Markov model Parameter estimation Sequential Monte Carlo Dean, T.A. Singh, S.S. Jasra, A. Peters, G.W. Parameter estimation for hidden markov models with intractable likelihoods
description	10.1111/sjos.12077
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Dean, T.A. Singh, S.S. Jasra, A. Peters, G.W.
format	Article
author	Dean, T.A. Singh, S.S. Jasra, A. Peters, G.W.
author_sort	Dean, T.A.
title	Parameter estimation for hidden markov models with intractable likelihoods
title_short	Parameter estimation for hidden markov models with intractable likelihoods
title_full	Parameter estimation for hidden markov models with intractable likelihoods
title_fullStr	Parameter estimation for hidden markov models with intractable likelihoods
title_full_unstemmed	Parameter estimation for hidden markov models with intractable likelihoods
title_sort	parameter estimation for hidden markov models with intractable likelihoods
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125060
_version_	1821209707346395136

Parameter estimation for hidden markov models with intractable likelihoods

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