Quantile hidden semi-Markov models for multivariate time series
Crossref DOI link: https://doi.org/10.1007/s11222-022-10130-1
Published Online: 2022-08-09
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Merlo, Luca http://orcid.org/0000-0001-5267-5390
Maruotti, Antonello
Petrella, Lea
Punzo, Antonio
Funding for this research was provided by:
Finance Market Fund, Norway (309218)
Text and Data Mining valid from 2022-08-01
Version of Record valid from 2022-08-01
Article History
Received: 21 September 2021
Accepted: 24 July 2022
First Online: 9 August 2022
Free to read: This content has been made available to all.