Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhibiao Zhao
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhao, Zhibiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 225-239
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| Subject: | Markov-Kette | Markov chain | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Finanzmarktökonometrie | Financial econometrics | Schätzung | Estimation | Ökonometrisches Modell | Econometric model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270648