Skewness and kurtosis of multivariate Markov-switching processes.

Gabriele Fiorentini Christophe Planas Alessandro Rossi

Published in: Comput. Stat. Data Anal. (2016)

Keyphrases

standard deviation
dependence structure
neural network
markov model
higher order statistics
multiscale
markov chain
small size
real time
real world
decision making
hidden markov models
probabilistic model
software engineering
computational models
semi markov