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

Publication Information

Title

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

Author

Japanese:	Yura, Y., Takayasu, H., Nakamura, K., 高安美佐子.
English:	Yura, Y., Takayasu, H., Nakamura, K., Misako Takayasu.

Language

English

Journal/Book name

Japanese:
English:	Journal of Statistical Computation and Simulation

Volume, Number, Page

Vol. 84 No. 10 pp. 2073-2090

Published date

2014

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI