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2008
Mark Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
Olsson, Jimmy ^LU and Rydén, Tobias ^LU (2008) In Stochastic Processes and their Applications 118(4). p.649-680
- Contribution to journal › Article
2007
Mark On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models
Olsson, Jimmy ^LU (2007)
- Thesis › Doctoral thesis (compilation)
2004
Mark Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
Douc, R ; Moulines, E and Rydén, Tobias ^LU (2004) In Annals of Statistics 32(5). p.2254-2304
- Contribution to journal › Article
2002
Mark Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones
Bickel, Peter J. ; Ritov, Ya'acov and Rydén, Tobias ^LU (2002) In Annales de l'institut Henri Poincare (B) Probability and Statistics 38(6). p.825-846
- Contribution to journal › Article