Pages that link to "Item:Q2828616"
From MaRDI portal
The following pages link to COMPOSITE LIKELIHOOD UNDER HIDDEN MARKOV MODEL (Q2828616):
Displaying 6 items.
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach (Q2688133) (← links)
- A segmented generalized Markov regime-switching model with its application in financial time series data (Q5107743) (← links)
- On finite mixture models (Q5880160) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- Penalized composite likelihood estimation for hidden Markov models with unknown number of states (Q6650734) (← links)