Testing for the number of states in hidden Markov models (Q1659122)
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scientific article; zbMATH DE number 6918338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the number of states in hidden Markov models |
scientific article; zbMATH DE number 6918338 |
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Testing for the number of states in hidden Markov models (English)
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15 August 2018
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finite mixtures
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hidden Markov models
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hypothesis testing
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volatility states
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financial time series
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