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Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models

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  • Niclas Bergman
  • Arnaud Doucet
  • Neil Gordon

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  • Niclas Bergman & Arnaud Doucet & Neil Gordon, 2001. "Optimal Estimation and Cramér-Rao Bounds for Partial Non-Gaussian State Space Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 97-112, March.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:1:p:97-112
    DOI: 10.1023/A:1017920621802
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    References listed on IDEAS

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    1. Carter, C.K. & Kohn, R., "undated". "Markov Chain Monte Carlo in Conditionally Gaussian State Space Models," Statistics Working Paper _003, Australian Graduate School of Management.
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