Technical Program

Paper Detail

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