Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Ari Abramson, Israel Cohen. State smoothing in Markov-switching time-frequency GARCH models. IEEE Signal Process. Lett., 13(6):377-380, 2006. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform DomainA. Abramson, I. Cohen. tsp, 55(7-1):3227-3238, 2007. [doi]
The following publications are possibly variants of this publication: