Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Referee "Zucchini, Walter Prof. Dr."
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Application of Hidden Markov and Hidden Semi-Markov Models to Financial Time Series (2006-08-02)Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs) provide flexible, general-purpose models for univariate and multivariate time series. Although interest in HMMs and HSMMs has continuously increased ...