Michael Johannes

“Particle Filtering”

Coauthor(s): Nicholas Polson.

Editors: Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, and Thomas Mikosch

Source: Handbook of Financial Time Series
Exact Citation:
Johannes, Michael, and Nicholas Polson. "Particle Filtering." In Handbook of Financial Time Series, 1015-1030. Ed. Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, and Thomas Mikosch. Germany: Springer-Verlag, 2009.
Pages: 1015-1030
Place: Germany
Date: 2009