Pages that link to "Item:Q4687655"
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The following pages link to Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters (Q4687655):
Displaying 15 items.
- Long-term memory and applying the multi-factor ARFIMA models in financial markets (Q1421699) (← links)
- Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576) (← links)
- Kernel-based hidden Markov conditional densities (Q2076125) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Temporal hierarchies with autocorrelation for load forecasting (Q2327627) (← links)
- A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583) (← links)
- Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
- Financial Markets with Memory I: Dynamic Models (Q4678735) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602) (← links)
- An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation (Q5061746) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)
- Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919) (← links)
