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Browsing by Author « Dufays, Arnaud »

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Evolutionary Sequential Monte Carlo Samplers for Change-points Models
Dufays, Arnaud
Issue Date : 2015-09

Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V.K.
Issue Date : 2011-11

Marginal Likelihood for Markov-Switching and Change-Point Garch Models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen
Issue Date : 2011-11

Showing results 1 to 3 of 3

 

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