Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio. (English) Zbl 07570684 Physica A 534, Article ID 122191, 17 p. (2019). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharya, Sourabh; Maitra, Ranjan A nonstationary nonparametric Bayesian approach to dynamically modeling effective connectivity in functional magnetic resonance imaging experiments. (English) Zbl 1223.62011 Ann. Appl. Stat. 5, No. 2B, 1183-1206 (2011). MSC: 62F15 62G99 92C20 92C55 62P10 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv