Unsupervised classification using hidden Markov chain with unknown noise copulas and margins ↗ ↖ 1 January 2016 Stéphane Derrode Wojciech Pieczynski
EXACT FAST SMOOTHING IN SWITCHING MODELS WITH APPLICATION TO STOCHASTIC VOLATILITY ↗ ↖ 1 January 2015 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski
Lissage rapide dans des modèles non linéaires et non gaussiens ↗ ↖ 1 January 2015 Ivan Gorynin Stéphane Derrode Emmanuel Monfrini Wojciech Pieczynski
Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models ↗ ↖ 1 January 2015 Noufel Abbassi Dalila Benboudjema Stéphane Derrode Wojciech Pieczynski
Fast filter in non-linear systems with application to stochastic volatility model ↗ ↖ 1 January 2014 Stéphane Derrode Wojciech Pieczynski
Filtrage statistique optimal rapide dans des systèmes linéaires à sauts non stationnaires ↗ ↖ 1 January 2014 Noufel Abbassi Stéphane Derrode François Desbouvries Yohan Petetin Wojciech Pieczynski