Particle filtering based recovery of noisy GARCH processes - researchr publication authors

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Tomer Michaeli, Israel Cohen. Particle filtering based recovery of noisy GARCH processes. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010, 14-19 March 2010, Sheraton Dallas Hotel, Dallas, Texas, USA. pages 3954-3957, IEEE, 2010. [doi]

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