A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189)
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English | A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' |
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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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