A Kalman particle filter for online parameter estimation with applications to affine models
Crossref DOI link: https://doi.org/10.1007/s11203-021-09239-3
Published Online: 2021-03-03
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
He, Jian http://orcid.org/0000-0002-5372-0541
Khedher, Asma http://orcid.org/0000-0003-1528-3923
Spreij, Peter http://orcid.org/0000-0002-6416-6320
Text and Data Mining valid from 2021-03-03
Version of Record valid from 2021-03-03
Article History
Received: 17 February 2020
Accepted: 11 February 2021
First Online: 3 March 2021