Markov-switching model selection using Kullback-Leibler divergence (Q278195): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-switching model selection using Kullback-Leibler divergence |
scientific article |
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Markov-switching model selection using Kullback-Leibler divergence (English)
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2 May 2016
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advertising effectiveness
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business cycles
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EM algorithm
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hidden Markov models
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information criterion
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Markov-switching regression
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