Exact filtering for partially observed continuous time models

Fearnhead, Paul, Meligkotsidou, Loukia . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004. 66 (3) :771-789

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Bibtex

@article{CIS-193433,
  Author = {Fearnhead, Paul and Meligkotsidou, Loukia},
  Title = {Exact filtering for partially observed continuous time models},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {66},
  Number = {3},
  Year = {2004},
  Pages = {771--789},
  Keywords = {Population genetics, Epidemics, EM algorithm, Data augmentation, Gibbs sampling, Markov chain Monte Carlo methods, PHYLOGENETICS, Forward?backward algorithm, Susceptible?infected?removed epidemic, Wright's formula}
}

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