Markov chain monte carlo, sufficient statistics, and particle filters

Journal of Computational and Graphical Statistics

Volumn 11, Issue 4, 2002, Pages 848-862

  Fearnhead, Paul ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Bearings only tracking; Importance sampling; Stochastic volatility

Indexed keywords

EID: 0036929961     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1198/106186002835     Document Type: Article

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