A model of the functional state of participants of laboratory markets

DOI10.1134/S1064230709060148zbMath1211.93126OpenAlexW2032743062MaRDI QIDQ1956939

E. V. Burnaev, I. S. Men'shikov

Publication date: 24 September 2010

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230709060148

zbMATH Keywords

hidden Markov modelsegmentation algorithmcanonical correlationdecentralized control systemstabilographic time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Decentralized systems (93A14) Identification in stochastic control theory (93E12)

Cites Work

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• Estimating the dimension of a model
• On the strategic origin of Brownian motion in finance
• Complexity penalized least squares estimators: Analytical results

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