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"Asymptotic Stationarity of Markov-Switching Time-Frequency Garch Processes."

Ari Abramson, Israel Cohen (2006)

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DOI: 10.1109/ICASSP.2006.1660688

access: closed

type: Conference or Workshop Paper

metadata version: 2020-06-22

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  - conf/icassp/AbramsonC06
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  - https://dblp.org/rec/conf/icassp/AbramsonC06
Ari Abramson, Israel Cohen:
Asymptotic Stationarity of Markov-Switching Time-Frequency Garch Processes. ICASSP (3) 2006: 452-455

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