Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
We develop particle Gibbs samplers for static-parameter estimation in discretely observed piecewise deterministic process (PDPs). PDPs are stochastic processes that jump randomly at a countable number of stopping times but otherwise evolve deterministically in continuous time. A sequential Monte Car...
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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2014
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/12845819.v1 |
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