Pages that link to "Item:Q4817435"
From MaRDI portal
The following pages link to A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435):
Displaying 7 items.
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Testing for linearity in Markov switching models: a bootstrap approach (Q734468) (← links)
- Dirichlet process mixtures under affine transformations of the data (Q1995862) (← links)
- A Markov Switching Re-evaluation of Event-Study Methodology (Q3298495) (← links)
- The Mixturegram: A Visualization Tool for Assessing the Number of Components in Finite Mixture Models (Q3391089) (← links)
- Bayesian Inference of Hidden Markov Models Using Dirichlet Mixtures (Q5050128) (← links)
- Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
