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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo

Lookup NU author(s): Dr Jere KoskelaORCiD

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This is the authors' accepted manuscript of an article that has been published in its final definitive form by Springer New York LLC, 2018.

For re-use rights please refer to the publisher's terms and conditions.


Publication metadata

Author(s): Koskela J, Spanò D, Jenkins PA

Publication type: Article

Publication status: Published

Journal: Statistics and Computing

Year: 2018

Volume: 28

Issue: 1

Pages: 131-144

Print publication date: 01/01/2018

Online publication date: 24/01/2017

Acceptance date: 03/01/2017

Date deposited: 05/08/2023

ISSN (print): 0960-3174

ISSN (electronic): 1573-1375

Publisher: Springer New York LLC

URL: https://doi.org/10.1007/s11222-017-9722-1

DOI: 10.1007/s11222-017-9722-1


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