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Uniform convergence over time of a nested particle filtering scheme for
  recursive parameter estimation in state--space Markov models

Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state--space Markov models

30 March 2016
Dan Crisan
Joaquín Míguez
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Papers citing "Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state--space Markov models"

3 / 3 papers shown
Title
Biased Online Parameter Inference for State-Space Models
Biased Online Parameter Inference for State-Space Models
Yan Zhou
Ajay Jasra
70
9
0
01 Mar 2015
Particle-kernel estimation of the filter density in state-space models
Particle-kernel estimation of the filter density in state-space models
Dan Crisan
Joaquín Míguez
87
41
0
24 Nov 2011
SMC^2: an efficient algorithm for sequential analysis of state-space
  models
SMC^2: an efficient algorithm for sequential analysis of state-space models
Nicolas Chopin
Pierre E. Jacob
O. Papaspiliopoulos
87
357
0
07 Jan 2011
1