Estimation and testing of nonparametric hidden Markov model with application in stock market (Q5078075)
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scientific article; zbMATH DE number 7529993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing of nonparametric hidden Markov model with application in stock market |
scientific article; zbMATH DE number 7529993 |
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Estimation and testing of nonparametric hidden Markov model with application in stock market (English)
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20 May 2022
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nonparametric hidden Markov model
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generalized likelihood ratio test
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kernel regression
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EM algorithm
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