Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
CENTRE for Mathematical Sciences
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation
Metropolising forward particle filtering backward sampling and Rao-Blackwellisation of Metropolised particle smoothers
Nonparametric estimation of mixing densities for discrete distributions
Subspace estimation and prediction methods for hidden Markov models
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