M West
This author does not work for the BIS.
4 items
| 2015 |
Dynamic network signal processing using latent threshold models
by Jouchi Nakajima and M West in Digital Signal Processing
|
| 2014 |
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
by Jouchi Nakajima, M West and X Zhou in International Journal of Forecasting
|
| 2013 |
Bayesian analysis of latent threshold dynamic models
by Jouchi Nakajima and M West in Journal of Business and Economic Statistics
|
| 2013 |
Dynamic factor volatility modeling: a Bayesian latent threshold approach
by Jouchi Nakajima and M West in Journal of Financial Econometrics
|