Particle filtering based recovery of noisy GARCH processes

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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