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Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation

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  • de Valpine P.

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  • de Valpine P., 2004. "Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 523-536, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:523-536
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    Cited by:

    1. Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July.
    2. Gimenez, Olivier & Rossi, Vivien & Choquet, Rémi & Dehais, Camille & Doris, Blaise & Varella, Hubert & Vila, Jean-Pierre & Pradel, Roger, 2007. "State-space modelling of data on marked individuals," Ecological Modelling, Elsevier, vol. 206(3), pages 431-438.
    3. Bertl Johanna & Ewing Gregory & Kosiol Carolin & Futschik Andreas, 2017. "Approximate maximum likelihood estimation for population genetic inference," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(5-6), pages 291-312, December.
    4. Rutger Jan Lange, 2020. "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers 20-052/III, Tinbergen Institute, revised 19 May 2021.
    5. Olivier David & Aurélie Garnier & Catherine Larédo & Jane Lecomte, 2010. "Estimation of Plant Demographic Parameters from Stage-Structured Censuses," Biometrics, The International Biometric Society, vol. 66(3), pages 875-882, September.
    6. J. O. Ramsay & G. Hooker & D. Campbell & J. Cao, 2007. "Parameter estimation for differential equations: a generalized smoothing approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 741-796, November.
    7. Alexey Miroshnikov & Evgeny Savelev, 2019. "Asymptotic properties of parallel Bayesian kernel density estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 771-810, August.

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