Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182): Difference between revisions

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Latest revision as of 14:45, 30 December 2024

scientific article; zbMATH DE number 6914705
Language Label Description Also known as
English
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
scientific article; zbMATH DE number 6914705

    Statements

    Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (English)
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    8 August 2018
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    acceleration
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    cointegration
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    EM algorithm
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    line search
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    maximization
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    PARAFAC
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    switching algorithm
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    Identifiers