Pitt, Michael K.; Shephard, Neil Filtering via simulation: Auxiliary particle filters. (English) Zbl 1072.62639 J. Am. Stat. Assoc. 94, No. 446, 590-599 (1999). Cited in 1 ReviewCited in 275 Documents MSC: 62M20 Inference from stochastic processes and prediction PDFBibTeX XMLCite \textit{M. K. Pitt} and \textit{N. Shephard}, J. Am. Stat. Assoc. 94, No. 446, 590--599 (1999; Zbl 1072.62639) Full Text: DOI Link