Ari Abramson, Israel Cohen. State smoothing in Markov-switching time-frequency GARCH models. IEEE Signal Process. Lett., 13(6):377-380, 2006. [doi]
@article{AbramsonC06,
title = {State smoothing in Markov-switching time-frequency GARCH models},
author = {Ari Abramson and Israel Cohen},
year = {2006},
doi = {10.1109/LSP.2006.871708},
url = {http://dx.doi.org/10.1109/LSP.2006.871708},
researchr = {https://researchr.org/publication/AbramsonC06},
cites = {0},
citedby = {0},
journal = {IEEE Signal Process. Lett.},
volume = {13},
number = {6},
pages = {377-380},
}