On the asymptotic variance in the central limit theorem for particle filters (Q4921831): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1051/ps/2010019 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1982624367 / rank | |||
Normal rank |
Latest revision as of 20:38, 19 March 2024
scientific article; zbMATH DE number 6162842
Language | Label | Description | Also known as |
---|---|---|---|
English | On the asymptotic variance in the central limit theorem for particle filters |
scientific article; zbMATH DE number 6162842 |
Statements
On the asymptotic variance in the central limit theorem for particle filters (English)
0 references
14 May 2013
0 references
central limit theorem
0 references
asymptotic variance
0 references
particle filter
0 references
hidden Markov model
0 references
tightness
0 references
sequential Monte-Carlo
0 references