Suppose that a consistent estimator for an infinite-dimensional parameter can be readily obtained via a set of estimating functions which has a 'good' local linear approximation around the true value ...
Divergence estimators have emerged as quintessential tools in statistical inference, particularly in contexts where traditional likelihood‐based methods fail under model misspecification or data ...
The paper develops a simulation-based approach to sequential parameter learning and filtering in general state space models. Our approach is based on approximating the target posterior by a mixture of ...
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