Open AccessSecond-order autoregressive Hidden Markov Model
Author(s) -
Daiane Aparecida Zuanetti,
Luís Aparecido Milan
Publication year - 2017
Publication title -
brazilian journal of probability and statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/16-bjps328
Subject(s) - mathematics , autoregressive model , star model , setar , markov chain , markov model , order (exchange) , statistics , econometrics , autoregressive integrated moving average , time series , finance , economics