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Online sequential Monte Carlo smoother for partially observed diffusion processes

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Figure

Fig. 3 Log-growth model - EM intermediate quantity. Estimation ofthe EM intermediate quantity Q(θ, θ) using the fixed lag (FL)technique for five different lags, and the GRand PaRIS algorithm using200 replicates
Fig. 5 SINE model - variance. Distribution of the empirical absolutecoefficient of variation
Fig. 6 SINE model - EM. Estimation of μ
Fig. 9 Log-growth model - bias. Distribution of the empirical absoluterelative bias

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