This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...

Complete remission was induced in 66 patients (88%). With a median follow-up of 35.1 months (range, 13.6 to 47.6 months), 2-year overall and leukemia-free survival were 42% and 40%, respectively.

This is a preview. Log in through your library . Abstract We suggest a sequential monitoring scheme to detect changes in the parameters of a GARCH(p,q) sequence. The procedure is based on ...