Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes?
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References listed on IDEAS
- Bulla, Jan & Bulla, Ingo, 2006. "Stylized facts of financial time series and hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2192-2209, December.
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KeywordsNon-linear filter; Hidden Markov model; Mutual information; GPS; Signal extraction; Probability forecast;
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