Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974)
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scientific article; zbMATH DE number 7254020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models |
scientific article; zbMATH DE number 7254020 |
Statements
Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (English)
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30 September 2020
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time series
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numerical integration
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count data
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binary data
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stochastic volatility
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pseudo-residuals
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Viterbi algorithm
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