Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models (2017)
Attributed to:
Variational principles for stochastic parameterisations in geophysical fluid dynamics
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/apr.2017.38
Publication URI: http://dx.doi.org/10.1017/apr.2017.38
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 4
ISSN: 00018678