Methods for inference in large multiple-equation Markov-switching models (Q299218)
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scientific article; zbMATH DE number 6596367
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| English | Methods for inference in large multiple-equation Markov-switching models |
scientific article; zbMATH DE number 6596367 |
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Methods for inference in large multiple-equation Markov-switching models (English)
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22 June 2016
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density overlap
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new MHM
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incremental and discontinuous changes
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composite Markov process
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integrated-out likelihood
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0.89117336
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0.8798795
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0.87077934
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0.8684245
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