A. Abramson, I. Cohen. Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain. IEEE Transactions on Signal Processing, 55(7-1):3227-3238, 2007. [doi]
@article{AbramsonC07:0,
title = {Recursive Supervised Estimation of a Markov-Switching GARCH Process in the Short-Time Fourier Transform Domain},
author = {A. Abramson and I. Cohen},
year = {2007},
doi = {10.1109/TSP.2007.894422},
url = {http://doi.ieeecomputersociety.org/10.1109/TSP.2007.894422},
tags = {Markov},
researchr = {https://researchr.org/publication/AbramsonC07%3A0},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {55},
number = {7-1},
pages = {3227-3238},
}