The following pages link to (Q4849914):
Displayed 4 items.
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- An EM algorithm for estimation in the mixture transition distribution model (Q3527734) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472) (← links)