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]
@inproceedings{MichaeliC10,
title = {Particle filtering based recovery of noisy GARCH processes},
author = {Tomer Michaeli and Israel Cohen},
year = {2010},
doi = {10.1109/ICASSP.2010.5495789},
url = {http://dx.doi.org/10.1109/ICASSP.2010.5495789},
tags = {rule-based},
researchr = {https://researchr.org/publication/MichaeliC10},
cites = {0},
citedby = {0},
pages = {3954-3957},
booktitle = {Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010, 14-19 March 2010, Sheraton Dallas Hotel, Dallas, Texas, USA},
publisher = {IEEE},
isbn = {978-1-4244-4296-6},
}