Dynamic local models for segmentation and prediction of financial time series

European Journal of Finance

Volumn 7, Issue 4, 2001, Pages 289-311

  Azzouzi, Mehdi ^a   Nabney, Ian T ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

Time Series Segmentation Hidden Variational Techniques Bayesian Error Bars Markov Models State Space Models

Indexed keywords

EID: 39449127153     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470110071155     Document Type: Article

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