Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:21, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric model validations for hidden Markov models with applications in financial econometrics |
scientific article |
Statements
Nonparametric model validations for hidden Markov models with applications in financial econometrics (English)
0 references
12 August 2016
0 references
confidence envelope
0 references
diffusion model
0 references
hidden Markov model
0 references
market microstructure noise
0 references
model validation
0 references
nonlinear time series
0 references
transition density
0 references
stochastic volatility
0 references
