A higher-order interactive hidden Markov model and its applications
Dong-Mei Zhu, Wai-Ki Ching, Robert J. Elliott, Tak-Kuen Siu, Lianmin Zhang
| Year of publication: |
October 2017
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|---|---|
| Authors: | Zhu, Dong-Mei ; Ching, Wai Ki ; Elliott, Robert J. ; Siu, Tak Kuen ; Zhang, Lianmin |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 39.2017, 4, p. 1055-1069
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| Subject: | Interactive hidden Markov model | Hidden Markov model | Feedback effect | Stochastic difference equations | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-017-0484-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011777086