Variance estimation in the particle filter

Research output: Contribution to journal › Article (Academic Journal) › peer-review

31 Citations (Scopus)

344 Downloads (Pure)

Access to Document

Full-text PDF (accepted author manuscript)
This is the accepted author manuscript (AAM). The final published version (version of record) is available online via Oxford Academic at https://doi.org/10.1093/biomet/asy028 . Please refer to any applicable terms of use of the publisher.
Accepted author manuscript, 435 KBLicence: Other

@article{227aca843f914b27938137469104d770,

title = "Variance estimation in the particle filter",

author = "Anthony Lee and Nick Whiteley",

year = "2018",

month = sep,

doi = "10.1093/biomet/asy028",

language = "English",

volume = "105",

pages = "609--625",

journal = "Biometrika",

issn = "0006-3444",

publisher = "Oxford University Press",

number = "3",

}