Expectile hidden Markov regression models for analyzing cryptocurrency returns

DOI10.1007/S11222-023-10377-2WikidataQ130023919 ScholiaQ130023919MaRDI QIDQ6494403FDOQ6494403

Authors: L. Merlo, Lea Petrella 

Publication date: 30 April 2024

Published in: Statistics and Computing (Search for Journal in Brave)

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Quantile hidden semi-Markov models for multivariate time series

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