Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935)
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scientific article; zbMATH DE number 6808152
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| English | Parameter estimation of Markov switching bilinear model using the (EM) algorithm |
scientific article; zbMATH DE number 6808152 |
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Parameter estimation of Markov switching bilinear model using the (EM) algorithm (English)
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17 November 2017
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Markov-switching
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bilinear models
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(EM) algorithm
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maximum likelihood
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0.8246496915817261
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0.8172003030776978
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0.8092503547668457
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0.7852799892425537
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0.7811365723609924
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