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Article Dans Une Revue Journal of Statistical Theory and Practice Année : 2008

Improved Nonlinear Multivariate Financial Time Series Prediction with Mixed State Latent Factor Models

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hal-00347720 , version 1 (16-12-2008)

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Christian Lavergne, Mohamed Saidane. Improved Nonlinear Multivariate Financial Time Series Prediction with Mixed State Latent Factor Models. Journal of Statistical Theory and Practice, 2008, 2 (4), pp.597-632. ⟨10.1080/15598608.2008.10411898⟩. ⟨hal-00347720⟩
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