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"Interactive Gaussian-sum filtering for estimating systematic risk in ..."

Arash Mohammadi, Xiao-Ping Zhang, Konstantinos N. Plataniotis (2017)

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DOI: 10.1109/GLOBALSIP.2017.8309091

access: closed

type: Conference or Workshop Paper

metadata version: 2021-09-16

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  dblp key:
  - conf/globalsip/0001ZP17
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Arash Mohammadi, Xiao-Ping Zhang, Konstantinos N. Plataniotis:
Interactive Gaussian-sum filtering for estimating systematic risk in financial econometrics. GlobalSIP 2017: 903-907

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