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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| English | 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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0.6815810203552246
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0.6730140447616577
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0.6552779078483582
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0.6540366411209106
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0.6528061032295227
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