Example of Uniform Convergence

ON THE UNIFORM CONVERGENCE OF RANDOM SERIES IN SKOROHOD SPACE AND REPRESENTATIONS OF CÀDLÀG INFINITELY DIVISIBLE PROCESSES

This is a preview. Log in through your library . Abstract Let Xn be independent random elements in the Skorohod space D([0, 1]; E) of càdlàg functions taking values in a separable Banach space E. Let ...

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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 ...

Simon Fraser University

Example 36.3: Overcoming Convergence Problems by Specifying Initial Values

Convergence was not attained in 50 iterations for this model, as the messages to the log indicate: WARNING: Convergence not attained in 50 iterations. WARNING: The procedure is continuing but the ...

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ON THE UNIFORM CONVERGENCE OF RANDOM SERIES IN SKOROHOD SPACE AND REPRESENTATIONS OF CÀDLÀG INFINITELY DIVISIBLE PROCESSES

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

Example 36.3: Overcoming Convergence Problems by Specifying Initial Values

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