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- W2947788706 abstract "In this paper, a fully nonparametric Hidden Markov Model is proposed, where both the state dependent emission model and transition matrix are all nonparametric and depend on a covariate. By reducin..." @default.
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- W2947788706 date "2019-05-31" @default.
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- W2947788706 title "Estimation and testing of nonparametric hidden Markov model with application in stock market" @default.
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- W2947788706 doi "https://doi.org/10.1080/03610926.2019.1622731" @default.
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