Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6947850
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space |
scientific article; zbMATH DE number 6947850 |
Statements
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (English)
0 references
5 October 2018
0 references
conditional mean model
0 references
Markov-switching
0 references
factorial hidden Markov model
0 references
multifractal
0 references
0.80438232421875
0 references
0.7972855567932129
0 references
0.7720780968666077
0 references
0.7673026919364929
0 references
0.7581616640090942
0 references
