Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering (Q5963819)
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scientific article; zbMATH DE number 6544587
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| English | Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering |
scientific article; zbMATH DE number 6544587 |
Statements
Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering (English)
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23 February 2016
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hidden Markov models
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merging states
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clustering
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likelihood-ratio test
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financial log-returns
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0.8171988725662231
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0.7922980189323425
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0.7910820841789246
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0.7646414041519165
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0.7593693137168884
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