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Nested particle filters for online parameter estimation in discrete-time state-space Markov models (2018)

First Author: Crisan D

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/10.3150/17-bej954

Publication URI: http://dx.doi.org/10.3150/17-bej954

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 4A

ISSN: 1350-7265