Parameter Estimationfor Nonlinear State-Space Models Using Particle Method Combined with the EM Algorithm
Tytuł:
Parameter Estimationfor Nonlinear State-Space Models Using Particle Method Combined with the EM Algorithm
Czasopismo:
FINANCIAL MARKETS PRINCIPLES OF MODELLING FORECASTING AND DECISION-MAKING
Rok:
2011
Opis:
Strony:
111-123