Fig. 3From: Online sequential Monte Carlo smoother for partially observed diffusion processesLog-growth model - EM intermediate quantity. Estimation of the EM intermediate quantity \(\mathcal {Q}(\theta,\theta)\) using the fixed lag (FL) technique for five different lags, and the GRand PaRIS algorithm using 200 replicates. The whiskers represent the extent of the 95% central values. The dot represents the empirical mean over the 200 replicates. The dotted line shows the reference value, computed using the GRand PaRIS algorithm with N=5000 particlesBack to article page