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Online data processing: comparison of Bayesian regularized particle filters - MaRDI portal

Online data processing: comparison of Bayesian regularized particle filters (Q1951975)

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Online data processing: comparison of Bayesian regularized particle filters
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    title
    Online data processing: comparison of Bayesian regularized particle filters (English)
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    DOI
    10.1214/08-EJS256
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    author
    Roberto Casarin
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    Jean-Michel Marin
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    publication date
    27 May 2013
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    Mathematics Subject Classification ID
    65C60
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    62F10
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    62M20
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    62F15
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    62F40
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    zbMATH DE Number
    6166440
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    zbMATH Keywords
    online data processing
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    Bayesian estimation
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    regularized particle filters
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    stochastic volatility models
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    parameter estimation
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    importance sampling
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    resampling
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    Wikidata QID
    Q60461491
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    arXiv ID
    0806.4242
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