Online data processing: comparison of Bayesian regularized particle filters (Q1951975)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Online data processing: comparison of Bayesian regularized particle filters |
scientific article |
Statements
Online data processing: comparison of Bayesian regularized particle filters (English)
0 references
27 May 2013
0 references
online data processing
0 references
Bayesian estimation
0 references
regularized particle filters
0 references
stochastic volatility models
0 references
parameter estimation
0 references
importance sampling
0 references
resampling
0 references