On robust estimation of hidden semi-Markov regime-switching models
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Publication:6588519
DOI10.1007/s10479-024-05989-4MaRDI QIDQ6588519
Yuehua Wu, Shanshan Qin, Zhenni Tan
Publication date: 15 August 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx) Inference from stochastic processes (62Mxx)
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