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Article Dans Une Revue Applied Stochastic Models in Business and Industry Année : 2007

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hal-00193156 , version 1 (30-11-2007)

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Mohamed Saidane, Christian Lavergne. Conditionally heteroscedastic factorial HMMs for time series in finance. Applied Stochastic Models in Business and Industry, 2007, 23, pp.503-529. ⟨10.1002/asmb.687⟩. ⟨hal-00193156⟩
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