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DPM-Based Bayesian Nonparametric Method For Markov Switching Process Estimation

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Conference papers
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https://hal.archives-ouvertes.fr/hal-01287387
Contributor : Eric Grivel <>
Submitted on : Saturday, March 12, 2016 - 10:48:25 PM
Last modification on : Thursday, January 11, 2018 - 6:21:09 AM

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  • HAL Id : hal-01287387, version 1

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Clément Magnant, Audrey Giremus, Eric Grivel, Laurent Ratton, Bernard Joseph. DPM-Based Bayesian Nonparametric Method For Markov Switching Process Estimation. EUSIPCO, Aug 2015, Nice, France. ⟨hal-01287387⟩

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