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Hidden Markov experts - MaRDI portal

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Hidden Markov experts (Q2725575)

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scientific article; zbMATH DE number 1619434
Language Label Description Also known as
English
Hidden Markov experts
scientific article; zbMATH DE number 1619434

    Statements

    author
    Andreas S. Weigend
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    Shanming Shi
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    publication date
    12 July 2001
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    zbMATH Keywords
    forecasting
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    density prediction
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    conditional distribution
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    mixture models
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    time series analysis
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    hidden Markov models
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    gated experts
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    hidden Markov experts
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    model comparison
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    density evaluation
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    computational finance
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    risk management
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    title
    Hidden Markov experts (English)
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91B30
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    91B82
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    zbMATH DE Number
    1619434
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