Jimmy Olsson (Former)
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- 2014
-
Mark
Adaptive sequential Monte Carlo by means of mixture of experts
(
- Contribution to journal › Article
- 2011
-
Mark
Consistency of the maximum likelihood estimator for general hidden Markov models
(
- Contribution to journal › Article
-
Mark
Sequential Monte Carlo smoothing for general state space hidden Markov models
(
- Contribution to journal › Article
-
Mark
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
(
- Contribution to journal › Article
-
Mark
Rao-Blackwellisation of particle Markov chain Monte Carlo methods using forward filtering backward sampling
(
- Contribution to journal › Article
- 2008
-
Mark
Adaptive methods for sequential importance sampling with application to state space models
(
- Contribution to journal › Article
-
Mark
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
(
- Contribution to journal › Article
-
Mark
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
(
- Contribution to journal › Article
- 2007
-
Mark
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Particle filter-based approximate maximum likelihood inference asymptotics in state-space models
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding