Dynamic linear models with Markov-switching (Q1318985)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic linear models with Markov-switching |
scientific article |
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Dynamic linear models with Markov-switching (English)
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18 September 1994
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Markov-switching model
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general state-space model
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dynamic linear models with switching
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dependence
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basic filtering and smoothing algorithm
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maximum likelihood estimation
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generalized Hamilton model
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