Pages that link to "Item:Q1010564"

The following pages link to Stylized facts of financial time series and hidden semi-Markov models (Q1010564):

Displaying 50 items.

• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series (Q654387) (← links)
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications (Q746319) (← links)
• A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series (Q778379) (← links)
• Explicit-duration hidden Markov models for quantum state estimation (Q830081) (← links)
• Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
• hsmm -- an R package for analyzing hidden semi-Markov models (Q962296) (← links)
• Hidden semi-Markov models (Q969526) (← links)
• Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise (Q994199) (← links)
• Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
• Volatility spillovers, interdependence and comovements: a Markov switching approach (Q1023631) (← links)
• Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
• Testing for the number of states in hidden Markov models (Q1659122) (← links)
• State duration and interval modeling in hidden semi-Markov model for sequential data analysis (Q1688721) (← links)
• An asset return model capturing stylized facts (Q1935727) (← links)
• Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
• The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. (Q2040938) (← links)
• Flexible estimation of the state dwell-time distribution in hidden semi-Markov models (Q2143003) (← links)
• Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data? (Q2163529) (← links)
• Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
• On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle (Q2219904) (← links)
• Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
• Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes? (Q2361174) (← links)
• A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
• Filtering hidden semi-Markov chains (Q2637366) (← links)
• Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
• (Q2940155) (← links)
• Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
• Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
• A primer on coupled state-switching models for multiple interacting time series (Q3389305) (← links)
• OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS (Q3467597) (← links)
• Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
• Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483) (← links)
• Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
• Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)
• Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes (Q5078823) (← links)
• On multinomial hidden Markov model for hierarchical manpower systems (Q5079484) (← links)
• A dynamic analysis of stock markets using a hidden Markov model (Q5129065) (← links)
• Statistical inference for a general class of distributions with time-varying parameters (Q5861419) (← links)
• Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' (Q5971369) (← links)
• Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies (Q6088634) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling (Q6125003) (← links)
• Inhomogeneous hidden semi-Markov models for incompletely observed point processes (Q6175807) (← links)
• A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
• On robust estimation of hidden semi-Markov regime-switching models (Q6588519) (← links)
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach (Q6627783) (← links)