文章基本信息

标题：Online Data Processing: Comparison of Bayesian Regularized Particle Filters
作者：Roberto Casarin ; Jean-Michel Marin
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2009
卷号：3
DOI：10.1214/08-EJS256
出版社：Institute of Mathematical Statistics
关键词：Online data processing; Bayesian estimation; regularized particle filters; Stochastic Volatility models