most citedMonte Carlo fixed-lag smoothing in state-space models

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

stat.AP2013★ 3 cited

Monte Carlo fixed-lag smoothing in state-space models

Anne Cuzol, Etienne Mémin

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based o…