9 citations · 10 across the 3 of their papers we have counts for
3 papers
stat.CO2013
Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods
Ajay Jasra, Nikolas Kantas, Elena Ehrlich
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applica…
stat.CO2012★ 9 cited
Static Parameter Estimation for ABC Approximations of Hidden Markov Models
Elena Ehrlich, Ajay Jasra, Nikolas Kantas
In this article we focus on Maximum Likelihood estimation (MLE) for the static parameters of hidden Markov models (HMMs). We will consider the case where one cannot or does not wan…
math.ST2011★ 1 cited
Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra +1
Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically…