Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Kantas, Nikolas, Jasra, Ajay, Ehrlich, Elena . Methodology and Computing in Applied Probability 2015. 17 (2) :315-349

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Bibtex

@article{CIS-418340,
  Author = {Kantas, Nikolas and Jasra, Ajay and Ehrlich, Elena},
  Title = {Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods},
  Journal = {Methodology and Computing in Applied Probability},
  Volume = {17},
  Number = {2},
  Year = {2015},
  Pages = {315--349},
  Keywords = {}
}

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