Filtering via Simulation: Auxiliary Particle Filters

DOI10.2307/2670179zbMath1072.62639OpenAlexW4244486013WikidataQ56503239 ScholiaQ56503239MaRDI QIDQ4541234

Neil Shephard, Michael K. Pitt

Publication date: 30 July 2002

Full work available at URL: http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.pdf

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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