Limit theorems for weighted samples with applications to sequential Monte Carlo methods
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Publication:955144
DOI10.1214/07-AOS514zbMath1155.62056arXivmath/0507042OpenAlexW1982576580MaRDI QIDQ955144
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0507042
Central limit and other weak theorems (60F05) Sequential statistical methods (62L99) Monte Carlo methods (65C05) Sequential statistical analysis (62L10) Stochastic particle methods (65C35)
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