48 citations · 88 across the 24 of their papers we have counts for
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stat.AP2014★ 48 cited
The role of the information set for forecasting - with applications to risk management
Hajo Holzmann, Matthias Eulert
Predictions are issued on the basis of certain information. If the forecasting mechanisms are correctly specified, a larger amount of available information should lead to better fo…
math.ST2014★ 5 cited
Nonparametric identification and maximum likelihood estimation for hidden Markov model
Grigory Alexandrovich, Hajo Holzmann, Anna Leister
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the ord…