Bootstrap-based evaluation of markov-switching time series models (Q4211360): Difference between revisions

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+https://doi.org/10.1080/07474939808800416
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+W1977680849
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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Bootstrap methods: another look at the jackknife
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+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Specification testing in Markov-switching time-series models
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+Dynamic linear models with Markov-switching
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+Computer Generation of Normal Random Variables
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+STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
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+Optimization. Algorithms and consistent approximations
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+Model Checking via Parametric Bootstraps in Time Series Analysis
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