‘Variance estimation in the particle filter’

DOI10.1093/BIOMET/ASAA001zbMath1436.60072OpenAlexW4214818696WikidataQ126359545 ScholiaQ126359545MaRDI QIDQ5222235

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Publication date: 1 April 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asaa001

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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