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Stylized facts of financial time series and hidden semi-Markov models

Computational Statistics and Data Analysis, 2006
Jan Bulla
exaly  

Diagnosis and Prognosis of Degradation Process via Hidden Semi-Markov Model

IEEE/ASME Transactions on Mechatronics, 2018
Tongshun Liu   +2 more
exaly  

Hidden semi-Markov models and their representation as HMMs

2017
Walter Zucchini   +2 more
openaire   +1 more source

The evaluation problem in discrete semi-hidden Markov models

Mathematics and Computers in Simulation, 2017
exaly  

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