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...
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Lodz University Press
2018-09-01
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| Reeks: | Acta Universitatis Lodziensis. Folia Oeconomica |
| Onderwerpen: | |
| Online toegang: | https://czasopisma.uni.lodz.pl/foe/article/view/2550 |
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