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