Online data processing: comparison of Bayesian regularized particle filters
From MaRDI portal
Publication:1951975
DOI10.1214/08-EJS256zbMath1267.65008arXiv0806.4242WikidataQ60461491 ScholiaQ60461491MaRDI QIDQ1951975
Roberto Casarin, Jean-Michel Marin
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.4242
parameter estimation; importance sampling; resampling; Bayesian estimation; stochastic volatility models; online data processing; regularized particle filters
62M20: Inference from stochastic processes and prediction
62F10: Point estimation
62F15: Bayesian inference
62F40: Bootstrap, jackknife and other resampling methods
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