TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (Q2739288)

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TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING
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    TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (English)
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    2 April 2002
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    Markov regime-switching models
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    historical inflation chronologies
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    time-series model
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    grain prices
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