Online data processing: Comparison of bayesian regularized particle filters

Electronic Journal of Statistics

Volumn 3, Issue , 2009, Pages 239-258

  Casarin, Roberto ^a,c   Mari, Jean Michel ^b,d  

^a UNIVERSITY OF BRESCIA   (Italy)

^b UNIV MONTPELLIER   (France)

^c GRETA Associati   (Italy)

^d CREST   (France)

Author keywords

Bayesian estimation; Online data processing; Regularized particle filters; Stochastic volatility models

Indexed keywords

EID: 77449145799     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-EJS256     Document Type: Article

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