SuanShu STATS
- cointegration
- Kalman filter
- hidden Markov model (Rabiner)
- hidden Markov model (mixture models: Beta, Binomial, Exponential, Gamma, Log-Normal, Normal, Poisson)
- principal component analysis
- factor analysis
- stochastic process simulation
- time series analysis
- hypothesis testing
- linear regression
- LASSO (Least Absolute Shrinkage and Selection Operator)
- covariance selection
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