Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241)

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Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models
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    Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (English)
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    4 February 2014
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    additive functionals
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    deviation inequalities
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    FFBS
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    FFBSi
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    particle-based approximations
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    sequential Monte Carlo methods
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