On Factorial HMMs for Time Series in Finance

Mohamed Saidane, Christian Lavergne

DOI: 10.11179/ker.75.63
Published: 2006
Container: The Kyoto Economic Review
Publisher: Not recorded
Open access: no

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Cite this work

BibTeX

@article{allodium:10.11179/ker.75.63,
  title = {On Factorial HMMs for Time Series in Finance},
  author = {Mohamed Saidane and Christian Lavergne},
  year = {2006},
  journal = {The Kyoto Economic Review},
  doi = {10.11179/ker.75.63},
  url = {https://doi.org/10.11179/ker.75.63}
}

RIS

TY  - JOUR
TI  - On Factorial HMMs for Time Series in Finance
AU  - Mohamed Saidane
AU  - Christian Lavergne
PY  - 2006
JO  - The Kyoto Economic Review
DO  - 10.11179/ker.75.63
UR  - https://doi.org/10.11179/ker.75.63
ER  -

APA

Saidane, M., & Lavergne, C. (2006). On Factorial HMMs for Time Series in Finance. The Kyoto Economic Review. https://doi.org/10.11179/ker.75.63

Source records

hal · retrieved 2026-09-27T00:39:39.770Z