On-line inference for hidden Markov models via particle filters

Fearnhead, Paul, Clifford, Peter . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003. 65 (4) :887-899

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Bibtex

@article{CIS-186174,
  Author = {Fearnhead, Paul and Clifford, Peter},
  Title = {On-line inference for hidden Markov models via particle filters},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {65},
  Number = {4},
  Year = {2003},
  Pages = {887--899},
  Keywords = {Smoothing, Kalman filter, changepoints, Markov chain Monte Carlo methods, particle filters, Ion channel, Well-log data}
}

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