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20072026
most citedInference for stochastic volatility models using time change transformations

1 citations · 2 across the 5 of their papers we have counts for

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stat.AP2023

Sequential Bayesian Learning for Hidden Semi-Markov Models

Patrick Aschermayr, Konstantinos Kalogeropoulos

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic proc…