Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods - Archive ouverte HAL
Chapitre D'ouvrage Année : 2007

Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods

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hal-00194049 , version 1 (05-12-2007)

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  • HAL Id : hal-00194049 , version 1

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Mohamed Saidane, Christian Lavergne. Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods. Christos H. Skiadas. Recent Advances in Stochastic Modeling and Data Analysis, World Scientific Publishing Co Pte Ltd, pp.312-321, 2007. ⟨hal-00194049⟩
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