Kernel-based hidden Markov conditional densities

DOI10.1016/j.csda.2022.107431OpenAlexW4206678114MaRDI QIDQ2076125

Ao Yuan, Gustav Eje Henter, Jan G. De Gooijer

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107431

zbMATH Keywords

time serieshidden Markov modelnonlinearitydensity estimationnonparametric

Mathematics Subject Classification ID

Statistics (62-XX)

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