Markov regime switching in mean and in fractional integration parameter.

Harun Özkan Thanasis Stengos Ege Yazgan

Published in: Commun. Stat. Simul. Comput. (2017)

Keyphrases

markov chain
multi agent
support vector
markov model
semi markov
data mining
website
web services
case study
expert systems
parameter tuning
optimal parameters