Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain (Q4564698)
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scientific article; zbMATH DE number 6886213
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| English | Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain |
scientific article; zbMATH DE number 6886213 |
Statements
Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain (English)
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12 June 2018
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