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Joint State and Parameter Estimation in Particle Filtering and Stochastic Optimization

In: Stochastic Optimization - Seeing the Optimal for the Uncertain

Author

Listed:
  • Xiaojun Yang
  • Keyi Xing

Abstract

No abstract is available for this item.

Suggested Citation

  • Xiaojun Yang & Keyi Xing, 2011. "Joint State and Parameter Estimation in Particle Filtering and Stochastic Optimization," Chapters, in: Ioannis Dritsas (ed.), Stochastic Optimization - Seeing the Optimal for the Uncertain, IntechOpen.
    • Handle: RePEc:ito:pchaps:7696
    DOI: 10.5772/14658
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    File URL: https://www.intechopen.com/books/stochastic-optimization-seeing-the-optimal-for-the-uncertain/joint-state-and-parameter-estimation-in-particle-filtering-and-stochastic-optimization
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    Cited by:

    1. Silvia Centanni, 2011. "Computing option values by pricing kernel with a stochatic volatility model," Working Papers 05/2011, University of Verona, Department of Economics.
    2. Karol Gellert & Erik Schlögl, 2021. "Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation," Risks, MDPI, vol. 9(12), pages 1-18, December.

    More about this item

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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