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Particle Filtering - MaRDI portal

Particle Filtering (Q3646991)

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Particle Filtering
scientific article

    Statements

    title
    Particle Filtering (English)
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    publication date
    27 November 2009
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    zbMATH Keywords
    log-stochastic volatility model
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    SIR
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    sampling importance resampling
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    author
    Michael S. Johannes
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    Nicholas G. Polson
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62P05
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    91G10
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    zbMATH DE Number
    5640071
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    OpenAlex ID
    W4252322211
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