"Unsupervised learning of asymmetric high-order autoregressive stochastic ..."

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski (2017)

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DOI: 10.1109/ICASSP.2017.7953064

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-23

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Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski:
Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model. ICASSP 2017: 4780-4784

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