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[IEEE ICASSP 2017 - 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - New Orleans, LA, USA (2017.3.5-2017.3.9)] 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model
Gorynin, Ivan, Monfrini, Emmanuel, Pieczynski, WojciechYear:
2017
Language:
english
DOI:
10.1109/ICASSP.2017.7953064
File:
PDF, 3.01 MB
english, 2017