NDLI: Random-weight particle filtering of continuous time processes

Content Provider	Scilit
Author	Fearnhead, Paul Papaspiliopoulos, Omiros Roberts, Gareth O. Stuart, Andrew
Copyright Year	2010
Description	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Ending Page	512
Starting Page	497
ISSN	2573508X
e-ISSN	14679868
DOI	10.1111/j.1467-9868.2010.00744.x
Journal	Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Issue Number	4
Volume Number	72
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2010-07-05
Access Restriction	Open
Subject Keyword	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) Mathematical Social Sciences Statistics and Probability Exact Simulation Gaussian Process Integrated Processes Negative Importance Weights Poisson Estimator Sequential Monte Carlo Methods
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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Random-weight particle filtering of continuous time processes