# 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

**Wikidata**: [openalex:W2332282366](https://www.wikidata.org/wiki/openalex:W2332282366)  
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