Hidden Markov models withtcomponents. Increased persistence and other aspects

标题
Hidden Markov models withtcomponents. Increased persistence and other aspects
作者
关键词
-
出版物
QUANTITATIVE FINANCE
Volume 11, Issue 3, Pages 459-475
出版商
Informa UK Limited
发表日期
2010-07-01
DOI
10.1080/14697681003685563

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