Hidden Markov models for time series : an introduction using R
Walter Zucchini; Iain L. MacDonald
| Year of publication: |
c 2009
|
|---|---|
| Authors: | Zucchini, Walter ; MacDonald, Iain L. |
| Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press |
| Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Hidden-Markov-Modell | R <Programm> |
| Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] |
| Extent: | XXII, 275 S. graph. Darst. |
|---|---|
| Series: | Monographs on statistics and applied probability. - Boca Raton, Fla. : CRC Press, ISSN 0960-6696, ZDB-ID 22968-4. - Vol. 110 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 257 - 265. - Frühere Ausg. u.d.T.: MacDonald, Iain: Hidden Markov and other models for discrete-valued time series, 1997 |
| ISBN: | 978-1-58488-573-3 |
| Classification: | Mathematische Statistik ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010253738