Sökning: "Henning Tansjö"
Hittade 1 uppsats innehållade orden Henning Tansjö.
1. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
Kandidat-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. LÄS MER
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