Rapid detection of the switching point in a financial market structure using the particle filter
DOI10.1080/00949655.2013.781603zbMATH Open1453.62710OpenAlexW1987784686WikidataQ111620767 ScholiaQ111620767MaRDI QIDQ5219476FDOQ5219476
Authors: Yoshihiro Yura, H. Takayasu, Kazuyuki Nakamura, M. Takayasu 
Publication date: 12 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.781603
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