Pages that link to "Item:Q5129065"
From MaRDI portal
The following pages link to A dynamic analysis of stock markets using a hidden Markov model (Q5129065):
Displaying 10 items.
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- Hidden Markov models with binary dependence (Q2066046) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- On multinomial hidden Markov model for hierarchical manpower systems (Q5079484) (← links)
- A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation (Q5128579) (← links)
- Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates'' (Q5971368) (← links)
- Bayesian analysis of first-order Markov models for autocorrelated binary responses (Q6100197) (← links)
- Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)
- An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems (Q6597418) (← links)
- Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919) (← links)