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"Bayesian changepoint and time-varying parameter learning in regime ..."

M. Serdar Yümlü et al. (2015)

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DOI: 10.1016/J.DSP.2015.02.001

access: closed

type: Journal Article

metadata version: 2020-02-20

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  - https://dblp.org/rec/journals/dsp/YumluGCO15
M. Serdar Yümlü, Fikret S. Gürgen, A. Taylan Cemgil, Nesrin Okay:
Bayesian changepoint and time-varying parameter learning in regime switching volatility models. Digit. Signal Process. 40: 198-212 (2015)

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