Markov-switching model selection using Kullback-Leibler divergence (Q278195): Difference between revisions

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Revision as of 19:03, 19 March 2024

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Markov-switching model selection using Kullback-Leibler divergence
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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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