Hermann Singer. Conditional Gauss-Hermite Filtering With Application to Volatility Estimation. IEEE Trans. Automat. Contr., 60(9):2476-2481, 2015. [doi]
@article{Singer15-0,
title = {Conditional Gauss-Hermite Filtering With Application to Volatility Estimation},
author = {Hermann Singer},
year = {2015},
doi = {10.1109/TAC.2015.2394952},
url = {http://dx.doi.org/10.1109/TAC.2015.2394952},
researchr = {https://researchr.org/publication/Singer15-0},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {60},
number = {9},
pages = {2476-2481},
}