Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations.
Ajay JasraKody J. H. LawPrince Peprah OseiPublished in: Stat. Comput. (2019)
Keyphrases
- particle filter
- stochastic differential equations
- fractional brownian motion
- object tracking
- particle filtering
- visual tracking
- non stationary
- long range
- state space
- kalman filter
- fractal dimension
- maximum a posteriori estimation
- brownian motion
- bayesian inference
- appearance model
- monte carlo
- motion model
- mean shift
- additive gaussian noise
- image processing
- gaussian mixture model
- pairwise