Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182)
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scientific article; zbMATH DE number 6914705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications |
scientific article; zbMATH DE number 6914705 |
Statements
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (English)
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8 August 2018
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acceleration
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cointegration
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EM algorithm
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line search
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maximization
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PARAFAC
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switching algorithm
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