Nonlinear and nonnormal filter using importance sampling: Antithetic Monte Carlo integration

Communications in Statistics Part B: Simulation and Computation

Volumn 28, Issue 2, 1999, Pages 463-486

  Tanizaki, Hisashi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Antithetic Monte Carlo; Filtering; Importance Sampling; Monte Carlo Integration; Resampling; State Space Model

Indexed keywords

EID: 0011553337     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919908813560     Document Type: Article

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