2 papers
stat.ME2025
Parameter Estimation of State Space Models Using Particle Importance Sampling
Yuxiong Gao, Wentao Li, Rong Chen
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter…
stat.ME2024
Optimal combination of composite likelihoods using approximate Bayesian computation with application to state-space models
Wentao Li, Rosabeth White, Dennis Prangle
Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It h…