Closed-form likelihood function of Markov-switching models. (Q5940801)
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scientific article; zbMATH DE number 1634947
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| English | Closed-form likelihood function of Markov-switching models. |
scientific article; zbMATH DE number 1634947 |
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Closed-form likelihood function of Markov-switching models. (English)
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20 August 2001
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Switching models
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Maximum likelihood estimation
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0.7939881682395935
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0.7848094701766968
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0.7795827388763428
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0.779582679271698
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0.7662839293479919
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