Monte Carlo approximations for general state-space models

Hurzeler, Markus, Huerzeler, Markus, Kunsch, Hans R., Kuensch, Hans R., Hürzeler, Markus, Künsch, Hans R. . Journal of Computational and Graphical Statistics 1998. 7 :175-193

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Bibtex

@article{CIS-148946,
  Author = {Hurzeler, Markus and Huerzeler, Markus and Kunsch, Hans R. and Kuensch, Hans R. and Hürzeler, Markus and Künsch, Hans R.},
  Title = {Monte Carlo approximations for general state-space models},
  Journal = {Journal of Computational and Graphical Statistics},
  Volume = {7},
  Year = {1998},
  Pages = {175--193},
  Keywords = {Robustness, Monte Carlo methods, Kalman filter, State-space models, Nonlinear time series, Kalman smoother, Robustness for time series}
}

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