Convergence rates of kernel density estimates in particle filtering

DOI10.1016/J.SPL.2019.06.013zbMath1458.62211OpenAlexW2955873455MaRDI QIDQ2322686

David Coufal

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.013

zbMATH Keywords

convergence rateskernel density estimatesparticle filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Particle-kernel estimation of the filter density in state-space models
• Sequential Monte Carlo Methods in Practice
• On convergence of kernel density estimates in particle filtering
• A survey of convergence results on particle filtering methods for practitioners
• Introduction to nonparametric estimation
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