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"Recursive Supervised Estimation of a Markov-Switching GARCH Process in the ..."

Ari Abramson, Israel Cohen (2007)

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DOI: 10.1109/TSP.2007.894422

access: closed

type: Journal Article

metadata version: 2020-03-10

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Ari Abramson, Israel Cohen:
Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain. IEEE Trans. Signal Process. 55(7-1): 3227-3238 (2007)

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