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 Journal/Magazine › Journal article › peer-review