Random-weight particle filtering of continuous time processes

Stuart, Andrew, Roberts, Gareth O., Papaspiliopoulos, Omiros, Fearnhead, Paul . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010. 72 (4) :497-512

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Bibtex

@article{CIS-449071,
  Author = {Stuart, Andrew and Roberts, Gareth O. and Papaspiliopoulos, Omiros and Fearnhead, Paul},
  Title = {Random-weight particle filtering of continuous time processes},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {72},
  Number = {4},
  Year = {2010},
  Pages = {497--512},
  Keywords = {}
}

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