University of Bahrain
Scientific Journals

Browsing Volume 06 by Subject "Stationary Distribution"

Browsing Volume 06 by Subject "Stationary Distribution"

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  • Joshni, George; Seemon, Thomas (2019-05-01)
    In this paper, we explore the application of hidden Markov model (HMM) in the modeling of agricultural price data. Normal hidden Markov model is fitted and compared with univariate autoregressive moving average (ARMA) ...

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