Terra Cognita

Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History

Licence unknown link only — licence forbids redistribution arxiv 2007

Marie-Th\'er\`ese Boyer-Xambeu (LED - EA3391), Ghislain Deleplace (LED - EA3391), Patrice Gaubert (SAMOS), Lucien Gillard (LED - EA3391), Madalina Olteanu (SAMOS)

arXiv preprint (q-fin.GN, stat.AP).

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