Nonlinear regime-switching state-space (RSSS) models (Q2452358): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear regime-switching state-space (RSSS) models |
scientific article |
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Nonlinear regime-switching state-space (RSSS) models (English)
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2 June 2014
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regime-switching
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state-space
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nonlinear latent variable models
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dynamic factor analysis
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Kim filter
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