Output details
15 - General Engineering
University of Cambridge
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Output 0 of 0 in the submission
Article title
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
Type
D - Journal article
Title of journal
Biometrika
Article number
-
Volume number
98
Issue number
1
First page of article
65
ISSN of journal
1464-3510
Year of publication
2011
URL
-
Number of additional authors
2
Additional information
This research laid the framework for a practical suite of computational methods for calibrating statistical time-series models to be further investigated in the context of Target Tracking Models as part of Singh's First Grant Application to the EPSRC (EP/G037590/1), which ran from September 2009-February 2013. The second and third authors were invited to write a review article on the topic of static parameter estimation using Particle Filters for the journal Statistical Science (published by the Institute of Mathematical Statistics) by Prof. David Madigan (previous editor).
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
