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MR1811995 (2001m:62038) 62F15 (62G09 65C05)
Gilks, Walter R.; Berzuini, Carlo Following a moving target—Monte Carlo inference for dynamic Bayesian models. J. R. Stat. Soc. Ser. B Stat. Methodol. 63 (2001), no. 1, 127–146.
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