Pages that link to "Item:Q278195"

The following pages link to Markov-switching model selection using Kullback-Leibler divergence (Q278195):

Displaying 16 items.

• Markov-switching generalized additive models (Q517407) (← links)
• An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
• Penalized estimate of the number of states in Gaussian linear AR with Markov regime (Q1951792) (← links)
• Variable prioritization in nonlinear black box methods: a genetic association case study (Q2318669) (← links)
• A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions'' (Q2630147) (← links)
• Information criteria for nonlinear time series models (Q2691663) (← links)
• A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
• A transitional Markov switching autoregressive model (Q2815965) (← links)
• Decomposition of a state-space model with inputs (Q3012674) (← links)
• A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES (Q3545706) (← links)
• On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (Q3652720) (← links)
• Mortality regimes and longevity risk in a life annuity portfolio (Q4576922) (← links)
• Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
• Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
• Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
• Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139) (← links)