Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080)

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scientific article; zbMATH DE number 7299600
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    Online estimation for a predictive analytics platform with a financial-stability-analysis application
    scientific article; zbMATH DE number 7299600

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      Online estimation for a predictive analytics platform with a financial-stability-analysis application (English)
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      21 January 2021
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      hidden Markov model
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      optimal parameter estimation
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      regime-switching model
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      financial stress index
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      industrial production index
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