Estimating models based on Markov jump processes given fragmented observation series (Q5962989)
From MaRDI portal
scientific article; zbMATH DE number 6545777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating models based on Markov jump processes given fragmented observation series |
scientific article; zbMATH DE number 6545777 |
Statements
Estimating models based on Markov jump processes given fragmented observation series (English)
0 references
25 February 2016
0 references
Markov chain
0 references
Markov switching model
0 references
hidden Markov model
0 references
regime switching
0 references
inference
0 references
0 references
0 references
0 references
