- Title
- Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods
- Creators - without role
- Mohamed Saidane - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAGChristian Lavergne - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
- Contributors - without role
- Christos H. Skiadas
- Publication Details
- Recent Advances in Stochastic Modeling and Data Analysis, pp.312-321
- Identifiers
- 9937089609311
- Academic Unit
- Institut Montpelliérain Alexander Grothendieck - IMAG
- Language
- English
- Resource Type
- Book chapter
- Local Fields
- hal-00194049
Book chapter
Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods
Recent Advances in Stochastic Modeling and Data Analysis, pp.312-321
2007
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