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2011
Mark Sequential Monte Carlo smoothing for general state space hidden Markov models
Douc, Randal ; Garivier, Aurelien ; Moulines, Eric and Olsson, Jimmy ^LU (2011) In Annals of Applied Probability 21(6). p.2109-2145
- Contribution to journal › Article
Mark Consistency of the maximum likelihood estimator for general hidden Markov models
Douc, Randal ; Moulines, Eric ; Olsson, Jimmy ^LU and van Handel, Ramon (2011) In Annals of Statistics 39(1). p.474-513
- Contribution to journal › Article
2008
Mark Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
Olsson, Jimmy ^LU ; Cappé, Olivier ; Douc, Randal and Moulines, Éric (2008) In Bernoulli 14(1). p.155-179
- Contribution to journal › Article
2007
Mark On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
Olsson, Jimmy ^LU ; Cappé, Olivier ; Douc, Randal and Moulines, Éric (2007) Conference Oxford sur les méthodes de Monte Carlo séquentielles, 2006 19. p.6-11
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2006
Mark Sequential Monte Carlo smoothing with estimation in non-linear state space models
Olsson, Jimmy ^LU ; Cappé, Olivier ; Douc, Randal and Moulines, Éric (2006) In Preprint without journal information
- Contribution to journal › Article