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) |
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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 |
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