Sequential Monte Carlo for inference in nonlinear state space models

  • Dahlin J
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Abstract

Nonlinear state space models (SSMs) are a useful class of models to describe many different kinds of systems. Some examples of its applications are to model; the volatility in financial markets, th ...

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Dahlin, J. (2014). Sequential Monte Carlo for inference in nonlinear state space models. Sequential Monte Carlo for inference in nonlinear state space models. Linköping University Electronic Press. https://doi.org/10.3384/lic.diva-106752

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