Spline‐based nonparametric inference in general state‐switching models (Q6089171)

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scientific article; zbMATH DE number 7778330
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Spline‐based nonparametric inference in general state‐switching models
scientific article; zbMATH DE number 7778330

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    Spline‐based nonparametric inference in general state‐switching models (English)
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    14 December 2023
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    hidden Markov model
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    maximum penalized likelihood
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    Markov-switching regression
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    penalized splines
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