【作者(必填)】David Netoa, Sylvain Sardyb & Paul Tsengc

【文题(必填)】ℓ1-Penalized Likelihood Smoothing and Segmentation of Volatility Processes Allowing for Abrupt Changes

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://amstat.tandfonline.com/doi/abs/10.1198/jcgs.2011.10081#.U86QBlKKBoI