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"Simultaneous parameter estimation and state smoothing of complex GARCH ..."

Saman Mousazadeh, Israel Cohen (2010)

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DOI: 10.1016/J.SIGPRO.2010.04.020

access: closed

type: Journal Article

metadata version: 2020-02-22

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Saman Mousazadeh, Israel Cohen:
Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise. Signal Process. 90(11): 2947-2953 (2010)

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