Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models |
scientific article |
Statements
Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (English)
0 references
4 February 2014
0 references
additive functionals
0 references
deviation inequalities
0 references
FFBS
0 references
FFBSi
0 references
particle-based approximations
0 references
sequential Monte Carlo methods
0 references
