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Results for Extreme value theory • Forward-backward algorithm • Particle filtering • Particle smoothing • Two-filter formula

Publications & Outputs

  1. A sequential smoothing algorithm with linear computational cost.

    Fearnhead, P., Wyncoll, D. & Tawn, J., 06/2010, In : Biometrika. 97, 2, p. 447-464 18 p.

    Research output: Contribution to journalJournal article