Technical Program

Paper Detail

Paper:SPTM-P11.3
Session:Monte-Carlo Based Signal Processing Methods
Location:Poster Area I
Session Time:Thursday, May 30, 15:20 - 17:20
Presentation Time:Thursday, May 30, 15:20 - 17:20
Presentation: Poster
Topic: Signal Processing Theory and Methods: Statistical Signal Processing
Paper Title: ARCH AND GARCH PARAMETER ESTIMATION IN PRESENCE OF ADDITIVE NOISE USING PARTICLE METHODS
Authors: Saman Mousazadeh, Israel Cohen, Technion - Israel Institute of Technology, Israel