ON THE TWO-FILTER APPROXIMATIONS OF MARGINAL SMOOTHING DISTRIBUTIONS IN GENERAL STATE-SPACE MODELS
| Autor: | NGUYEN, THI NGOC MINH, LE CORFF, SYLVAIN, MOULINES, ERIC |
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| Zdroj: | Advances in Applied Probability, 2018 Jan 01. 50(1), 154-177. |
| Databáze: | JSTOR Journals |
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