On the asymptotic variance in the central limit theorem for particle filters

Author: Favetto Benjamin  

Publisher: Edp Sciences

E-ISSN: 1262-3318|16|issue|151-164

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.16, Iss.issue, 2012-07, pp. : 151-164

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Abstract