A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6377140
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' |
scientific article; zbMATH DE number 6377140 |
Statements
A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (English)
0 references
5 December 2014
0 references
Markov switching
0 references
regime switching
0 references
first-passage time
0 references
Laplace transform
0 references
0 references
0 references
0.7841833829879761
0 references
0.7398893237113953
0 references
0.7272141575813293
0 references
0.7245454788208008
0 references
0.7130331993103027
0 references