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  • Search: subject:"Viterbi algorithm"
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Year of publication
Subject
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Viterbi algorithm 10 Markov chain 6 Markov-Kette 4 Algorithm 3 Algorithmus 3 Theorie 3 ARFIMA process 2 Estimation 2 Long memory 2 Schätzung 2 Stochastic process 2 Stochastischer Prozess 2 Theory 2 Zeitreihenanalyse 2 hidden Markov model 2 ARMA-Modell 1 Baum-Welch algorithm 1 Bruttoinlandsprodukt 1 Chance discovery 1 Claim estimation 1 DNA Analysis 1 EM algorithm 1 Economic convergence 1 Estimation theory 1 Gross domestic product 1 Hidden semi-Markov model 1 Kalman filter 1 Laplace method 1 MTPL 1 Markov Kette 1 Markov switching 1 Markovscher Prozess 1 Mathematical programming 1 Mathematische Optimierung 1 NAIS 1 National income 1 Nationaleinkommen 1 Schätztheorie 1 Structural break 1 Strukturbruch 1
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Online availability
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Undetermined 5 Free 4
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2
Language
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English 8 Undetermined 2
Author
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Tsay, Wen-Jen 3 Härdle, Wolfgang 2 Bernardelli, Michał 1 Beylunioğlu, Fuat C. 1 CHO, SUNG-BAE 1 Dędys, Monika 1 Fan, Kun 1 Härdle, Wolfgang Karl 1 KOO, JA-MIN 1 Lange, Rutger Jan 1 Limnios, Nikolaos 1 Oflaz, Zarina Nukeshtayeva 1 Pertsinidou, Christina-Elisavet 1 Selcuk-Kestel, A. Sevtap 1 Shen, Yang 1 Siu, Tak Kuen 1 Stengos, Thanasēs 1 Wang, Rongming 1 Yazgan, Mustafa Ege 1 Yozgatligil, Ceylan 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1
Published in...
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Astin bulletin : the journal of the International Actuarial Association 1 Diskussionspapier 1 IMA journal of management mathematics 1 New Mathematics and Natural Computation (NMNC) 1 Prace i Materiały 1 RAIRO / Operations research 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 4 RePEc 3 EconStor 2 USB Cologne (business full texts) 1
Showing 1 - 10 of 10
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Bellman filtering for state-space models
Lange, Rutger Jan - 2021
This article presents a filter for state-space models based on Bellman's dynamic programming principle applied to the mode estimator. The proposed Bellman filter (BF) generalises the Kalman filter (KF) including its extended and iterated versions, while remaining equally inexpensive...
Persistent link: https://www.econbiz.de/10012427152
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Aggregate claim estimation using bivariate Hidden Markov Model
Oflaz, Zarina Nukeshtayeva; Yozgatligil, Ceylan; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 189-215
Persistent link: https://www.econbiz.de/10012105441
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Regime switching with structural breaks in output convergence
Beylunioğlu, Fuat C.; Stengos, Thanasēs; Yazgan, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011897526
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Pricing dynamic fund protection under hidden Markov models
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: IMA journal of management mathematics 29 (2018) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
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Ukryte modele Markowa w analizie wyników testu koniunktury gospodarczej [Hidden Markov Models in Analysis of Results of Business Tendency Surveys]
Bernardelli, Michał; Dędys, Monika - In: Prace i Materiały 90 (2012) 3, pp. 159-181
considers the possibility of using the Viterbi algorithm to analyse results of the RIED WSE business surveys in the …
Persistent link: https://www.econbiz.de/10010750345
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Viterbi algorithms for hidden semi-Markov models with application to DNA Analysis
Pertsinidou, Christina-Elisavet; Limnios, Nikolaos - In: RAIRO / Operations research 49 (2015) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10011509361
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A generalized ARFIMA process with Markov-switching fractional differencing parameter
Tsay, Wen-Jen; Härdle, Wolfgang Karl - 2007
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the DLV algorithm proposed. This algorithm...
Persistent link: https://www.econbiz.de/10010274125
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A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
Tsay, Wen-Jen; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
: Markov chain; ARFIMA process; Viterbi algorithm; Long memory JEL classification: C14, C22, C32, C52, C53, G12 ∗This research … combine the Durbin-Levinson algorithm and the Viterbi algorithm to suggest a Durbin-Levinson-Viterbi (DLV) algorithm for the … model in (5). When compared to the original Viterbi algorithm designed for solving the problem of maximum a posteri- ori …
Persistent link: https://www.econbiz.de/10005678044
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A Generalized ARFIMA Process with Markov-Switching Fractional DifferencingParameter
Tsay, Wen-Jen; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the DLV algorithm proposed. This algorithm...
Persistent link: https://www.econbiz.de/10005861035
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INTERPRETING CHANCE FOR COMPUTER SECURITY BY VITERBI ALGORITHM WITH EDIT DISTANCE
KOO, JA-MIN; CHO, SUNG-BAE - In: New Mathematics and Natural Computation (NMNC) 01 (2005) 03, pp. 421-433
analyzing the state sequences using Viterbi algorithm and evaluating the distance between the standard model of anomaly type and …
Persistent link: https://www.econbiz.de/10004977633
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