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UNIFORM CONVERGENCE OVER TIME OF A NESTED PARTICLE FILTERING SCHEME FOR RECURSIVE PARAMETER ESTIMATION IN STATE-SPACE MARKOV MODELS

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...
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ℐ₂–Uniform Convergence of Double Sequences of Functions

Abstract. In this work, we discuss various kinds of ℐ₂-uniform convergence for double sequences of functions and introduce the concepts of ℐ₂ and ℐ 2 ∗ -uniform convergence, ℐ₂-uniformly Cauchy ...