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scientific article; zbMATH DE number 7128899 - MaRDI portal

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Publication:5242733

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zbMath1428.62285MaRDI QIDQ5242733

Azam Shamsi Zamenjani, John M. Maheu

Publication date: 12 November 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hidden Markov model Dirichlet process finite mixture models

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)

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