A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 44A10 / rank | |||
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| Property / zbMATH DE Number: 6377140 / rank | |||
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Markov switching | |||
| Property / zbMATH Keywords: Markov switching / rank | |||
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regime switching | |||
| Property / zbMATH Keywords: regime switching / rank | |||
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first-passage time | |||
| Property / zbMATH Keywords: first-passage time / rank | |||
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Laplace transform | |||
| Property / zbMATH Keywords: Laplace transform / rank | |||
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Revision as of 18:48, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' |
scientific article |
Statements
A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (English)
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5 December 2014
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Markov switching
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regime switching
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first-passage time
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Laplace transform
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