A structured variational learning approach for switching latent factor models
| Year of publication: |
2007
|
|---|---|
| Authors: | Saidane, Mohamed ; Lavergne, Christian |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 91.2007, 3, p. 245-268
|
| Publisher: |
Springer |
| Subject: | Factor models | HMM | Conditional heteroscedasticity | EM algorithm | Variational approximation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598066