He, J., Khedher, A., & Spreij, P. (2021). A Kalman particle filter for online parameter estimation with applications to affine models. Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 24(2), 353-403. https://doi.org/10.1007/s11203-021-09239-3
Citace podle Chicago (17th ed.)He, Jian, Asma Khedher, a Peter Spreij. "A Kalman Particle Filter for Online Parameter Estimation with Applications to Affine Models." Statistical Inference for Stochastic Processes : An International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamic Systems 24, no. 2 (2021): 353-403. https://doi.org/10.1007/s11203-021-09239-3.
Citace podle MLA (9th ed.)He, Jian, et al. "A Kalman Particle Filter for Online Parameter Estimation with Applications to Affine Models." Statistical Inference for Stochastic Processes : An International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamic Systems, vol. 24, no. 2, 2021, pp. 353-403, https://doi.org/10.1007/s11203-021-09239-3.