Search results

Which of the two will produce better results, applying a hidden markov model to a stationary or non-stationary data stream ?

Hi, I have historical data for a ratio, and I need to find the corresponding GB2 parameters, a, b, p and q (respectively location, scale, skewness and kurtosis). I tried to do it in Excel, after creating my histogram, I see clearly that the distribution has the shape of the generalized beta...