Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric model validations for hidden Markov models with applications in financial econometrics |
scientific article |
Statements
Nonparametric model validations for hidden Markov models with applications in financial econometrics (English)
0 references
12 August 2016
0 references
confidence envelope
0 references
diffusion model
0 references
hidden Markov model
0 references
market microstructure noise
0 references
model validation
0 references
nonlinear time series
0 references
transition density
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
