Peter Bidyuk, Aleksandr Gozhyj, Zdislaw Szymanski, Irina Kalinina, Volodymyr Beglytsia. The Methods Bayesian Analysis of the Threshold Stochastic Volatility Model. In Second International Conference on Data Stream Mining & Processing, DSMP 2018, Lviv, Ukraine, August 21-25, 2018. pages 70-74, IEEE, 2018. [doi]
Abstract is missing.