Hot answers tagged hidden-markov-model
I cannot seem to find that article for free, so here is a more generalized answer. 1.what are the hidden states and what are the observation states. The hidden states are said to be that of an unobserved parameter process following the Markov property. The observation states are generated by the hidden parameter process. The parameter process changes ...
I think the VIX index is a good example of what you are looking for.
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