Hidden Markov models for multi-scale time series : an application to stock market data
Timo Adam, Lennart Oelschläger · St Andrews Research Repository (St Andrews Research Repository) · 2020
Adam T, Oelschläger L. Hidden Markov models for multi-scale time series: an application to stock market data. In: Irigoien I, Lee D-J, Martínez-Minaya J, Rodríguez-Álvarez MX, eds. Proceedings of the 35th International Workshop on Statistical Modelling. Part I. Bilbao: Universidad del País Vasco; 2020: 2-7.