A Generalized Pseudo-Bayesian EM Algorithm for Switching Dynamic Factor Analysis

Journal article

Mohamed Saidane and Christian Lavergne

International Journal of Computer Science and Network Security, Vol.6(5), pp.30-37

2006

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Title: A Generalized Pseudo-Bayesian EM Algorithm for Switching Dynamic Factor Analysis
Creators - without role: Mohamed Saidane - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Christian Lavergne - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Publication Details: International Journal of Computer Science and Network Security, Vol.6(5), pp.30-37
Identifiers: 9937090109311
Academic Unit: Institut Montpelliérain Alexander Grothendieck - IMAG
Language: English
Resource Type: Journal article
Local Fields: hal-00194058