Dynamic linear models with Markov-switching (Q1318985)
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scientific article; zbMATH DE number 549127
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| English | Dynamic linear models with Markov-switching |
scientific article; zbMATH DE number 549127 |
Statements
Dynamic linear models with Markov-switching (English)
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18 September 1994
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Markov-switching model
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general state-space model
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dynamic linear models with switching
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dependence
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basic filtering and smoothing algorithm
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maximum likelihood estimation
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generalized Hamilton model
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0.90803725
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0.88969946
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0.88873476
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0.8859086
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0.88483363
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