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- W4254866698 abstract "Abstract The outcomes of a stochastic process are often influenced by another, not fully observable process. For example, a financial time series depends on the hidden state of the market. In most cases, this hidden process is taken to be a Markov chain. We investigate the probabilistic modelling of such processes and the resulting statistical procedures." @default.
- W4254866698 created "2022-05-12" @default.
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- W4254866698 date "2004-09-24" @default.
- W4254866698 modified "2023-10-16" @default.
- W4254866698 title "<scp>H</scp> idden <scp>M</scp> arkov Models" @default.
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- W4254866698 doi "https://doi.org/10.1002/9780470012505.tah010" @default.
- W4254866698 hasPublicationYear "2004" @default.
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