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Particle learning for Bayesian non-parametric Markov switching stochastic volatility model
Conference Contributions
Overview
Overview
authors
VIRBICKAITE, AUDRONE
López, H. F.
AUSIN OLIVERA, MARIA CONCEPCION
GALEANO SAN MIGUEL, PEDRO
event
Workshop Métodos Bayesianos'14
event place
MADRID
participation category
PONENCIA
web site
http://www.mat.ucm.es/imi/Metodosbayesianos14/programa.html
publication date
2014