Particle Filters for Partially Observed Diffusions
type: Item
instance of: scholarly article
title: Particle Filters for Partially Observed Diffusions
author: Paul Fearnhead
author: Omiros Papaspiliopoulos
author: Gareth O. Roberts
published in: Journal of the Royal Statistical Society Series B: Statistical Methodology
publication date: 2009-06-10T00:00:00Z
full work available at URL: https://arxiv.org/abs/0710.4245
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 5563368
zbMATH Keywords: auxiliary variables
zbMATH Keywords: central limit theorem
zbMATH Keywords: continuous time particle filtering
zbMATH Keywords: Cox process
zbMATH Keywords: exact algorithm
MaRDI profile type: Publication
OpenAlex ID: W2097793382
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DOI: 10.1111/J.1467-9868.2008.00661.X
description: scientific article