Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nasri, Bouchra R, Rémillard, Bruno N, Thioub, Mamadou Y
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2308.04374