How should a local regime-switching model be calibrated? (Q1655569): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How should a local regime-switching model be calibrated? |
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How should a local regime-switching model be calibrated? (English)
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9 August 2018
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local regime-switching model
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closed system
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optimal control problem
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Tikhonov regularization
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