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  "Description": "Fitting (hierarchical) hidden Markov models to financial\ndata via maximum likelihood estimation. See Oelschläger, L. and\nAdam, T. \"Detecting Bearish and Bullish Markets in Financial\nTime Series Using Hierarchical Hidden Markov Models\" (2021,\nStatistical Modelling) <doi:10.1177/1471082X211034048> for a\nreference on the method. A user guide is provided by the\naccompanying software paper \"fHMM: Hidden Markov Models for\nFinancial Time Series in R\", Oelschläger, L., Adam, T., and\nMichels, R. (2024, Journal of Statistical Software)\n<doi:10.18637/jss.v109.i09>.",
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