Enhanced consistency of the resampled convolution particle filter

DOI10.1016/j.spl.2012.01.003zbMath1242.62109OpenAlexW2094153622MaRDI QIDQ434722

Jean-Pierre Vila

Publication date: 16 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.003

zbMATH Keywords

kernel density estimatorresampled convolution filterstate space dynamic systems

Mathematics Subject Classification ID

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

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