Home ›
Entities
› academia
› Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes
Research article (IEEE Journal of Selected Topics in Signal Processing, 2016) · cited 20× · AI/ML
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes
Summary
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes is a scholarly article[1].
Key Facts
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes's instance of is recorded as scholarly article[2].
References
Programmatic citations — every numbered marker resolves to a verifiable graph row below.
Use these citations when quoting this entity in research, articles, AI prompts, or wherever provenance matters. We aggregate Wikidata + Wikipedia + authoritative open-data sources; the stitched, scored, cross-referenced view is what 4ort.xyz contributes.
APA4ort.xyz Knowledge Graph. (2026). Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes. Retrieved May 24, 2026, from https://4ort.xyz/entity/filtering-of-a-discrete-time-hmm-driven-multivariate-ornstein-uhlenbeck-model-with-application-to-forecasting-market-liq
MLA“Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/filtering-of-a-discrete-time-hmm-driven-multivariate-ornstein-uhlenbeck-model-with-application-to-forecasting-market-liq.
BibTeX@misc{4ortxyz_filtering-of-a-discrete-time-hmm-driven-multivariate-ornstein-uhlenbeck-model-with-application-to-forecasting-market-liq_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes}}, year = {2026}, url = {https://4ort.xyz/entity/filtering-of-a-discrete-time-hmm-driven-multivariate-ornstein-uhlenbeck-model-with-application-to-forecasting-market-liq}, note = {Accessed: 2026-05-24}}
LLM promptAccording to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes — https://4ort.xyz/entity/filtering-of-a-discrete-time-hmm-driven-multivariate-ornstein-uhlenbeck-model-with-application-to-forecasting-market-liq (retrieved 2026-05-24)
