Methods for inference in large multiple-equation Markov-switching models (Q299218)

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Methods for inference in large multiple-equation Markov-switching models
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    Methods for inference in large multiple-equation Markov-switching models (English)
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    22 June 2016
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    density overlap
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    new MHM
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    incremental and discontinuous changes
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    composite Markov process
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    integrated-out likelihood
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