| Paper: | SPTM-P17.1 |
| Session: | Adaptive Filters/System Identification |
| Location: | Churchill: Poster Area F |
| Session Time: | Thursday, March 9, 16:00 - 18:00 |
| Presentation Time: | Thursday, March 9, 16:00 - 18:00 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: Signal and System Modeling and Estimation |
| Paper Title: |
Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model |
| Authors: |
Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski, SAMOVAR, Telecom SudParis, CNRS, Université Paris-Saclay, France |