Conditional means and variances based on regime-switching models -- generalization from two-state to \(N\)-state (Q3640359)
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scientific article; zbMATH DE number 5629907
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| English | Conditional means and variances based on regime-switching models -- generalization from two-state to \(N\)-state |
scientific article; zbMATH DE number 5629907 |
Statements
11 November 2009
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regime-switching model
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\( N\)-state
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conditional means
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conditional variances
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0.7613524794578552
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0.7592213749885559
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0.7386788129806519
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0.7375268936157227
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0.7233584523200989
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