Random-Weight Particle Filtering of Continuous Time Processes

Authors: Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts and Andrew M. Stuart.
Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 72, No. 4, 497--512, December 2015.

DOI: 10.1111/j.1467-9868.2010.00744.x

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