A Bayesian regime-switching time-series model (Q3103191): Difference between revisions

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+Bayesian estimation of switching ARMA models
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+Estimation and comparison of multiple change-point models
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+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Specification testing in Markov-switching time-series models
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+Autoregressive processes with data-driven regime switching
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+ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
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+A Stochastic Approximation Method
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+Analysis of Financial Time Series
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+Bayesian forecasting and dynamic models.
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+Optimal stock liquidation in a regime switching model with finite time horizon
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