Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900)
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scientific article; zbMATH DE number 6616516
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| English | Nonparametric model validations for hidden Markov models with applications in financial econometrics |
scientific article; zbMATH DE number 6616516 |
Statements
Nonparametric model validations for hidden Markov models with applications in financial econometrics (English)
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12 August 2016
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confidence envelope
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diffusion model
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hidden Markov model
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market microstructure noise
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model validation
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nonlinear time series
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transition density
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stochastic volatility
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0.8168865442276001
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0.7604912519454956
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0.7500333786010742
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0.7464979887008667
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0.7374817728996277
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