Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900): Difference between revisions
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Revision as of 02:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric model validations for hidden Markov models with applications in financial econometrics |
scientific article |
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Nonparametric model validations for hidden Markov models with applications in financial econometrics (English)
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12 August 2016
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confidence envelope
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diffusion model
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hidden Markov model
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market microstructure noise
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model validation
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nonlinear time series
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transition density
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stochastic volatility
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