Mahsiul Khan

Particle Filtering of Stochastic Volatility Modeled With Leverage

Petar M. Djuric, Douglas E. Johnston, D. E. Johnston, 2012, IEEE Journal of Selected Topics in Signal Processing.

Simulation-Based Sequential Bayesian Filtering withRao-Blackwellization applied to Nonlinear Dynamic StateSpace Models

Mahsiul Khan, Mahsiul Khan, 2009 .