Change-detection of Hidden Markov models and GARCH processes

Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett (2004) Change-detection of Hidden Markov models and GARCH processes. In: Stochastic Finance 2004. Proceedings of the Autumn School and International Conference, Lisbon.

Full text not available from this repository.
Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:16
Last Modified: 11 Dec 2012 15:16
URI: https://eprints.sztaki.hu/id/eprint/3580

Update Item Update Item