Publications | Lund University Publications

1 – 4 of 4

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=keywords+exact+%22Sequential+Monte+Carlo+methods%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2013
Mark Tuned iterated filtering
Lindström, Erik ^LU (2013) In Statistics and Probability Letters 83(9). p.2077-2080
- Contribution to journal › Article
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
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
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