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Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models

Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review

Published

Standard

Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models. / Papaspiliopoulos, Omiros; Gonzalez Belmonte, Miguel Angel; Pitt, Michael.
2008. Paper presented at International Workshop on Applied Probability 2008, Compiègne, France.

Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review

Harvard

Papaspiliopoulos, O, Gonzalez Belmonte, MA & Pitt, M 2008, 'Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models', Paper presented at International Workshop on Applied Probability 2008, Compiègne, France, 7/07/08 - 10/07/08.

APA

Papaspiliopoulos, O., Gonzalez Belmonte, M. A., & Pitt, M. (2008). Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models. Paper presented at International Workshop on Applied Probability 2008, Compiègne, France.

Vancouver

Papaspiliopoulos O, Gonzalez Belmonte MA, Pitt M. Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models. 2008. Paper presented at International Workshop on Applied Probability 2008, Compiègne, France.

Author

Papaspiliopoulos, Omiros ; Gonzalez Belmonte, Miguel Angel ; Pitt, Michael. / Particle filters for state and parameter estimation of Cox Process : likelihood based estimation for diffusion models. Paper presented at International Workshop on Applied Probability 2008, Compiègne, France.

Bibtex

@conference{dea6d162d2d14a5a98719741d55dbc6c,
title = "Particle filters for state and parameter estimation of Cox Process: likelihood based estimation for diffusion models",
author = "Omiros Papaspiliopoulos and {Gonzalez Belmonte}, {Miguel Angel} and Michael Pitt",
year = "2008",
language = "English",
note = "International Workshop on Applied Probability 2008 ; Conference date: 07-07-2008 Through 10-07-2008",

}

RIS

TY - CONF

T1 - Particle filters for state and parameter estimation of Cox Process

T2 - International Workshop on Applied Probability 2008

AU - Papaspiliopoulos, Omiros

AU - Gonzalez Belmonte, Miguel Angel

AU - Pitt, Michael

PY - 2008

Y1 - 2008

M3 - Conference paper

Y2 - 7 July 2008 through 10 July 2008

ER -