Particle filters for state and parameter estimation of Cox Process:likelihood based estimation for diffusion models

Papaspiliopoulos, Omiros and Gonzalez Belmonte, Miguel Angel and Pitt, Michael (2008) Particle filters for state and parameter estimation of Cox Process:likelihood based estimation for diffusion models. In: International Workshop on Applied Probability 2008, 2008-07-072008-07-10, Université de Technologie de Compiègne.

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Item Type:
Contribution to Conference (Paper)
Journal or Publication Title:
International Workshop on Applied Probability 2008
ID Code:
70620
Deposited By:
Deposited On:
02 Sep 2014 10:06
Refereed?:
Yes
Published?:
Published
Last Modified:
09 Nov 2020 01:54