Pages that link to "Item:Q737900"
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The following pages link to Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900):
Displaying 5 items.
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
- Hidden Markov models for financial optimization problems (Q3557589) (← links)
- (Q5242727) (← links)