Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models

28 June 2016

Papers citing "Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models"

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Title
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models Randal Douc Aurélien Garivier Eric Moulines Jimmy Olsson 66 20 0 02 Apr 2009