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Particle-kernel estimation of the filter density in state-space models (2014)

First Author: Crisan D

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3150/13-bej545

Publication URI: http://dx.doi.org/10.3150/13-bej545

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 4