HMM and HAC (Q2805807)

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Language	Label	Description	Also known as
English	HMM and HAC	scientific article

Statements

scholarly article

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HMM and HAC (English)

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Wolfgang Karl Härdle

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Synergies of Soft Computing and Statistics for Intelligent Data Analysis

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publication date

13 May 2016

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zbMATH Keywords

hidden Markov model

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hierarchical Archimedean copulae

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multivariate distribution

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-642-33042-1_37

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Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models

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Inference in hidden Markov models.

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Estimation of copula-based semiparametric time series models

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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

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SPRT and CUSUM in hidden Markov models

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Modeling Dependencies with Copulae

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Maximum-likelihood estimation for hidden Markov models

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Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions

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An introduction to copulas.

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On the structure and estimation of hierarchical Archimedean copulas

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Sampling from Archimedean copulas

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Identifiers

10.1007/978-3-642-33042-1_37

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2805807

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