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Approximate Estimation of Mixture State Space Models with an Application to the Stochastic Volatilit
[会议论文] 作者：ZhengTing-Guo[1]LiuJinquan[2],
来源：2009 International Conference on Financial Statistics and Fi 年份：2009
This paper introduces an approximate approach for filtering,smoothing and estimation of mixture state space models with the observation error being a Gaussi...
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