Title of article :
Stylized facts of financial time series and hidden semi-Markov models
Author/Authors :
Jan Bulla، نويسنده , , Ingo Bulla، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Hidden Markov model , Hidden semi-Markov model , EM algorithm , Sojourn time distribution , Right-censoring , Daily return series
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
