Hidden Markov mixture autoregressive conditional heteroscedastic model

N. Alemohammad | S.Rezakhah | S. H. Alizadeh

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=42450
Date :  2012/07/09
Publish in :    8th world congress in probability and statistics

Link :  http://home.ku.edu.tr/wcong2012/
Keywords :Hidden, mixture

Abstract :

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http://home.ku.edu.tr/wcong2012/