Hidden semi-Markov-switching quantile regression for time series (Q830112)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden semi-Markov-switching quantile regression for time series |
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Hidden semi-Markov-switching quantile regression for time series (English)
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7 May 2021
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asymmetric Laplace distribution
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Markov-switching models
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sojourn distribution
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quantile regression
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EM algorithm
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maximum likelihood estimation
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