"ARCH and GARCH parameter estimation in presence of additive noise using ..."

Saman Mousazadeh, Israel Cohen (2013)

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DOI: 10.1109/ICASSP.2013.6638873

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Saman Mousazadeh, Israel Cohen:
ARCH and GARCH parameter estimation in presence of additive noise using particle methods. ICASSP 2013: 6279-6282

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