Trend/cycle decomposition of regime-switching processes (Q299214)
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scientific article; zbMATH DE number 6596364
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Trend/cycle decomposition of regime-switching processes |
scientific article; zbMATH DE number 6596364 |
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Trend/cycle decomposition of regime-switching processes (English)
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22 June 2016
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unobserved components
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filtering
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nonlinear
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Markov switching
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forecasting
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0.7938054203987122
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0.786518394947052
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0.7808238863945007
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0.77325439453125
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