Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering
Deniz Gençağa, Ercan E. Kuruoğlu, Ayşın ErtüzünVolume:
21
Language:
english
Pages:
13
DOI:
10.1007/s11045-009-0081-8
Date:
March, 2010
File:
PDF, 562 KB
english, 2010