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Hidden Markov models. Applications to financial economics. - MaRDI portal

Hidden Markov models. Applications to financial economics. (Q2574139)

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Hidden Markov models. Applications to financial economics.
scientific article

    Statements

    title
    Hidden Markov models. Applications to financial economics. (English)
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    author
    Ramaprasad Bhar
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    Shigeyuki Hamori
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    publication date
    17 November 2005
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-02
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    60-02
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    zbMATH DE Number
    2229980
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