%0 Journal Article %1 journals/jstsp/TenyakovMD16 %A Tenyakov, Anton %A Mamon, Rogemar S. %A Davison, Matt %D 2016 %J IEEE J. Sel. Top. Signal Process. %K dblp %N 6 %P 994-1005 %T Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. %U http://dblp.uni-trier.de/db/journals/jstsp/jstsp10.html#TenyakovMD16 %V 10

@article{journals/jstsp/TenyakovMD16, added-at = {2023-06-26T00:00:00.000+0200}, author = {Tenyakov, Anton and Mamon, Rogemar S. and Davison, Matt}, biburl = {https://www.bibsonomy.org/bibtex/27b17e103e9ab058e58eadb8e18063201/dblp}, ee = {https://doi.org/10.1109/JSTSP.2016.2549499}, interhash = {a6919bacca59fcd3a1b810a2ec8edc8d}, intrahash = {7b17e103e9ab058e58eadb8e18063201}, journal = {IEEE J. Sel. Top. Signal Process.}, keywords = {dblp}, number = 6, pages = {994-1005}, timestamp = {2024-04-08T18:33:44.000+0200}, title = {Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes.}, url = {http://dblp.uni-trier.de/db/journals/jstsp/jstsp10.html#TenyakovMD16}, volume = 10, year = 2016 }