Hidden Markov Models for Time Series
From MaRDI portal
Publication:5901552
DOI10.1201/9781420010893zbMath1180.62130MaRDI QIDQ5901552
Walter Zucchini, Iain L. MacDonald
Publication date: 21 April 2009
Full work available at URL: https://doi.org/10.1201/9781420010893
62-04: Software, source code, etc. for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
65C40: Numerical analysis or methods applied to Markov chains
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