Pages that link to "Item:Q737900"

The following pages link to Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900):

Displaying 3 items.

• Specification test for Markov models with measurement errors (Q2252889) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• State-domain change point detection for nonlinear time series regression (Q2697972) (← links)