Jere Koskela, Dario Spanò, Paul A. Jenkins. Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo. Statistics and Computing, 28(1):131-144, 2018. [doi]
@article{KoskelaSJ18,
title = {Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo},
author = {Jere Koskela and Dario Spanò and Paul A. Jenkins},
year = {2018},
doi = {10.1007/s11222-017-9722-1},
url = {https://doi.org/10.1007/s11222-017-9722-1},
researchr = {https://researchr.org/publication/KoskelaSJ18},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {28},
number = {1},
pages = {131-144},
}