Variance estimation in the particle filter

Journal Article Variance estimation in the particle filter Get access A Lee, A Lee School of Mathematics, University of Bristol, University Walk, Bristol BS8 1TW, U.K anthony.lee@bristol.ac.uk Search for other works by this author on: Oxford Academic Google Scholar N Whiteley N Whiteley School of Mathematics, University of Bristol, University Walk, Bristol BS8 1TW, U.K Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 105, Issue 3, September 2018, Pages 609–625, https://doi.org/10.1093/biomet/asy028 Published: 26 June 2018 Article history Received: 28 June 2016 Published: 26 June 2018