Bootstrap-based evaluation of markov-switching time series models (Q4211360): Difference between revisions
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Revision as of 15:47, 5 March 2024
scientific article; zbMATH DE number 1199906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap-based evaluation of markov-switching time series models |
scientific article; zbMATH DE number 1199906 |
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Bootstrap-based evaluation of markov-switching time series models (English)
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22 February 1999
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Markov chain
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moving estimates
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parametric bootstrap
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Markov-switching time series models
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spectral density function
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regime-switching
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