Robust identification of highly persistent interest rate regimes (Q518607): Difference between revisions
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Latest revision as of 20:14, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust identification of highly persistent interest rate regimes |
scientific article |
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Robust identification of highly persistent interest rate regimes (English)
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29 March 2017
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Bayesian nonparametric statistics
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hidden Markov models
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interest rates
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regime shifts
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state space model
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robust
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