Carregant...
Nonparametric model validations for hidden Markov models with applications in financial econometrics
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2011
|
| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3132196/ https://ncbi.nlm.nih.gov/pubmed/21750601 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2011.01.002 |
| Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|