Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo

Lookup NU author(s): Dr Jere Koskela ORCiD

Author(s): Koskela J, Spanò D, Jenkins PA

Publication type: Article

Publication status: Published

Journal: Statistics and Computing

Year: 2018

Volume: 28

Issue: 1

Pages: 131-144

Print publication date: 01/01/2018

Online publication date: 24/01/2017

Acceptance date: 03/01/2017

Date deposited: 05/08/2023

ISSN (print): 0960-3174

ISSN (electronic): 1573-1375

Publisher: Springer New York LLC

URL: https://doi.org/10.1007/s11222-017-9722-1

DOI: 10.1007/s11222-017-9722-1

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