Rapid detection of the switching point in a financial market structure using the particle filter

Author： Yura Yoshihiro   Takayasu Hideki   Nakamura Kazuyuki   Takayasu Misako  

Publisher： Taylor & Francis Ltd

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.84, Iss.10, 2014-10, pp. : 2073-2090

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