Particle-kernel estimation of the filter density in state-space models (Q470055)
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scientific article; zbMATH DE number 6368421
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| English | Particle-kernel estimation of the filter density in state-space models |
scientific article; zbMATH DE number 6368421 |
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Particle-kernel estimation of the filter density in state-space models (English)
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11 November 2014
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density estimation
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Markov systems
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particle filtering
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sequential Monte Carlo method
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state-space models
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stochastic filtering
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almost sure convergence
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0.8031603693962097
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0.8028010129928589
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0.8008736968040466
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0.7949598431587219
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