Arash Mohammadi 0001, Xiao-Ping Zhang, Konstantinos N. Plataniotis. Interactive Gaussian-sum filtering for estimating systematic risk in financial econometrics. In 2017 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2017, Montreal, QC, Canada, November 14-16, 2017. pages 903-907, IEEE, 2017. [doi]
Abstract is missing.