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Communications in Statistics - Theory and Methods Volume 49, 2020 - Issue 24
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Original Articles

Estimation and testing of nonparametric hidden Markov model with application in stock market

Yue HuangSchool of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, ChinaCorrespondence[email protected]
Pages 5917-5929 | Received 29 Oct 2018, Accepted 19 May 2019, Published online: 31 May 2019

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