Authors and Citation

Authors

• Lennart Oelschläger. Author, maintainer.

• Timo Adam. Author.

• Rouven Michels. Author.

Citation

Oelschläger L, Adam T, Michels R (2024). “fHMM: Hidden Markov Models for Financial Time Series in R.” Journal of Statistical Software, 109(9), 1–25. doi:10.18637/jss.v109.i09.

@Article{,
  title = {{fHMM}: Hidden Markov Models for Financial Time Series in {R}},
  author = {Lennart Oelschl\"ager and Timo Adam and Rouven Michels},
  journal = {Journal of Statistical Software},
  year = {2024},
  volume = {109},
  number = {9},
  pages = {1--25},
  doi = {10.18637/jss.v109.i09},
}