Hidden Markov Models as a Tool for the Assessment of Dependence of Phenomena of Economic Nature
The assessment of dependence between time series is a common dilemma, which is often solved by the use of the Pearson’s correlation coefficient. Unfortunately, sometimes, the results may be highly misleading. In this paper, an alternative measure is presented. It is based on hidden Markov models and...
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Lodz University Press
2018-09-01
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| Rangatū: | Acta Universitatis Lodziensis. Folia Oeconomica |
| Ngā marau: | |
| Urunga tuihono: | https://czasopisma.uni.lodz.pl/foe/article/view/2550 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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