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Kitagawa, Monte carlo filter and smoother for non-gaussian nonlinear state space models, Journal of Computational and Graphical Statistics 5 (1) (1996) 1–25

4 Pith papers cite this work. Polarity classification is still indexing.

4 Pith papers citing it

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background 1 method 1

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2026 4

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UNVERDICTED 4

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How long should a block be?

stat.ME · 2026-05-12 · unverdicted · novelty 5.0

Excessively long blocks lower asymptotic relative efficiency in the block-maxima method, and new likelihood and diagnostic procedures are proposed to check whether a chosen length is adequate under rounding or censoring.

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