9 citations · 10 across the 2 of their papers we have counts for
2 papers
stat.ME2012★ 1 cited
Bayesian inference for nonlinear structural time series models
Jamie Hall, Michael K. Pitt, Robert Kohn
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density can…
stat.CO2009★ 9 cited
Particle filtering within adaptive Metropolis Hastings sampling
Ralph Silva, Paolo Giordani, Robert Kohn +1
We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood appr…