On convergence of recursive Monte Carlo filters in non-compact state spaces

DOI10.5705/SS.2011.187zbMath1259.62086OpenAlexW2315810689MaRDI QIDQ4908799

Jing Lei, Peter J. Bickel

Publication date: 7 March 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/60142ceba9eaf9865e177ccf041ca311cc661889

zbMATH Keywords

consistencystate space modelsparticle filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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