2 papers
stat.AP2019
A Novel Maneuvering Target Tracking Approach by Stochastic Volatility GARCH Model
Ehsan Hajiramezanali, Seyyed Hamed Fouladi, Hamidreza Amindavar
In this paper, we introduce a new single model maneuvering target tracking approach using stochastic differential equation (SDE) based on GARCH volatility. The traditional input es…
stat.AP2019
Non-Linear Non-Stationary Heteroscedasticity Volatility for Tracking of Jump Processes
Seyyed Hamed Fouladi, Ehsan Hajiramezanali
In this paper, we introduce a new jump process modeling which involves a particular kind of non-Gaussian stochastic processes with random jumps at random time points. The main goal…