Spline‐based nonparametric inference in general state‐switching models (Q6089171)
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scientific article; zbMATH DE number 7778330
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English | Spline‐based nonparametric inference in general state‐switching models |
scientific article; zbMATH DE number 7778330 |
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Spline‐based nonparametric inference in general state‐switching models (English)
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14 December 2023
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hidden Markov model
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maximum penalized likelihood
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Markov-switching regression
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penalized splines
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