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