Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model
Year of publication: |
2014
|
---|---|
Authors: | Li, Yushu |
Other Persons: | Reese, Simon (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2416249 [DOI] |
Classification: | C22 - Time-Series Models ; c38 ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Markov-Switching Three-Pass Regression Filter
Guerin, Pierre, (2017)
-
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J., (2015)
-
Some computational aspects of Gaussian CARMA modelling
Tómasson Helgi, (2011)
- More ...
-
Reese, Simon, (2013)
-
Reese, Simon, (2013)
-
Li, Yushu, (2014)
- More ...