Methods for inference in large multiple-equation Markov-switching models (Q299218)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for inference in large multiple-equation Markov-switching models |
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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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