Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series ; Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series
| Year of publication: |
2006-08-02
|
|---|---|
| Authors: | Bulla, Jan |
| Subject: | 310 Statistik | LZ | Economics and Management Science | Hidden Markov Modell | Hidden Semi-Markov Modell | Finanzzeitreihen | Parameterschätzung | Hidden Markov Model | Hidden Semi-Markov Model | Financial Time Series | Computational Issues | Parameter Estimation |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10010353202