Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
| Year of publication: |
2009
|
|---|---|
| Authors: | Saidane, Mohamed ; Lavergne, Christian |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 34.2009, 4, p. 323-364
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