Markov-switching model selection using Kullback-Leibler divergence (Q278195)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-switching model selection using Kullback-Leibler divergence |
scientific article |
Statements
Markov-switching model selection using Kullback-Leibler divergence (English)
0 references
2 May 2016
0 references
advertising effectiveness
0 references
business cycles
0 references
EM algorithm
0 references
hidden Markov models
0 references
information criterion
0 references
Markov-switching regression
0 references
