Ballesio, Marco; Jasra, Ajay; von Schwerin, Erik; Tempone, Raúl A Wasserstein coupled particle filter for multilevel estimation. (English) Zbl 07750820 Stochastic Anal. Appl. 41, No. 5, 820-859 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{M. Ballesio} et al., Stochastic Anal. Appl. 41, No. 5, 820--859 (2023; Zbl 07750820) Full Text: DOI arXiv
Dean, Thomas A.; Singh, Sumeetpal S.; Jasra, Ajay Asymptotic behaviour of the posterior distribution in approximate Bayesian computation. (English) Zbl 1478.62234 Stochastic Anal. Appl. 39, No. 5, 944-979 (2021). MSC: 62M05 62F12 62F15 PDFBibTeX XMLCite \textit{T. A. Dean} et al., Stochastic Anal. Appl. 39, No. 5, 944--979 (2021; Zbl 1478.62234) Full Text: DOI Link
Vadori, N.; Swishchuk, A. Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. (English) Zbl 1315.60095 Stochastic Anal. Appl. 33, No. 2, 213-243 (2015). MSC: 60K15 60F15 60F05 PDFBibTeX XMLCite \textit{N. Vadori} and \textit{A. Swishchuk}, Stochastic Anal. Appl. 33, No. 2, 213--243 (2015; Zbl 1315.60095) Full Text: DOI
Martin, James S.; Jasra, Ajay; Singh, Sumeetpal S.; Whiteley, Nick; Del Moral, Pierre; McCoy, Emma Approximate Bayesian computation for smoothing. (English) Zbl 1429.62368 Stochastic Anal. Appl. 32, No. 3, 397-420 (2014). MSC: 62M05 62F15 62L12 PDFBibTeX XMLCite \textit{J. S. Martin} et al., Stochastic Anal. Appl. 32, No. 3, 397--420 (2014; Zbl 1429.62368) Full Text: DOI arXiv Link
Del Moral, Pierre; Jacob, Pierre E.; Lee, Anthony; Murray, Lawrence; Peters, Gareth W. Feynman-Kac particle integration with geometric interacting jumps. (English) Zbl 1293.62166 Stochastic Anal. Appl. 31, No. 5, 830-871 (2013). MSC: 62L20 65C05 60G35 60G57 81Q05 82C22 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Stochastic Anal. Appl. 31, No. 5, 830--871 (2013; Zbl 1293.62166) Full Text: DOI arXiv
Frías, M. P.; Ruiz-Medina, M. D.; Anh, V. V. Wavelet-based estimation of anisotropic spatiotemporal long-range dependence. (English) Zbl 1301.60036 Stochastic Anal. Appl. 31, No. 3, 359-380 (2013). MSC: 60G10 60G15 60G20 60G60 62F12 62M15 PDFBibTeX XMLCite \textit{M. P. Frías} et al., Stochastic Anal. Appl. 31, No. 3, 359--380 (2013; Zbl 1301.60036) Full Text: DOI
Whiteley, Nick Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions. (English) Zbl 1253.82077 Stochastic Anal. Appl. 30, No. 5, 774-798 (2012). MSC: 82C80 60J05 PDFBibTeX XMLCite \textit{N. Whiteley}, Stochastic Anal. Appl. 30, No. 5, 774--798 (2012; Zbl 1253.82077) Full Text: DOI arXiv Link
Jasra, Ajay; Del Moral, Pierre Sequential Monte Carlo methods for option pricing. (English) Zbl 1217.91201 Stochastic Anal. Appl. 29, No. 2, 292-316 (2011). Reviewer: Dominik Strzałka (Rzeszów) MSC: 91G60 91G20 65C05 91-02 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{P. Del Moral}, Stochastic Anal. Appl. 29, No. 2, 292--316 (2011; Zbl 1217.91201) Full Text: DOI arXiv