Estimating models based on Markov jump processes given fragmented observation series (Q5962989): Difference between revisions

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Latest revision as of 12:39, 9 December 2024

scientific article; zbMATH DE number 6545777
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English
Estimating models based on Markov jump processes given fragmented observation series
scientific article; zbMATH DE number 6545777

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    Estimating models based on Markov jump processes given fragmented observation series (English)
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    25 February 2016
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    Markov chain
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    Markov switching model
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    hidden Markov model
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    regime switching
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    inference
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