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Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering

✍ Scribed by Deniz Gençağa; Ercan E. Kuruoğlu; Ayşın Ertüzün


Publisher
Springer US
Year
2009
Tongue
English
Weight
562 KB
Volume
21
Category
Article
ISSN
0923-6082

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