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
Pages
18
From page
2192
To page
2209
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
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145227
Link To Document