Template-Type: ReDIF-Paper 1.0
Number: 1997-W13
Handle: RePEc:nuf:econwp:9713
Title: Filtering via simulation: auxiliary particle filters
Author-Name: Michael K Pitt
Author-Name: Neil Shephard
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.ps
File-Format: application/postscript
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.pdf
File-Format: application/pdf
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.zip
File-Format: application/zipped