Particle filtering
Michael Johannes and Nicholas Polson
| Year of publication: |
2009
|
|---|---|
| Authors: | Johannes, Michael ; Polson, Nicholas G. |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 1015-1029
|
| Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003834288