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[IEEE 2015 23rd European Signal Processing Conference (EUSIPCO) - Nice, France (2015.8.31-2015.9.4)] 2015 23rd European Signal Processing Conference (EUSIPCO) - Exact fast smoothing in switching models with application to stochastic volatility
Gorynin, Ivan, Derrode, Stephane, Monfrini, Emmanuel, Pieczynski, WojciechYear:
2015
Language:
english
DOI:
10.1109/eusipco.2015.7362518
File:
PDF, 141 KB
english, 2015