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Exact fast smoothing in switching models with application to stochastic volatility.
Ivan Gorynin
Stéphane Derrode
Emmanuel Monfrini
Wojciech Pieczynski
Published in:
EUSIPCO (2015)
Keyphrases
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probabilistic model
statistical model
stochastic models
prior knowledge
experimental data
statistical models
data sets
neural network
genetic algorithm
multiscale
edge detection
graphical models
language model
random fields
modeling method