Hidden semi-Markov-switching quantile regression for time series (Q830112)
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scientific article; zbMATH DE number 7345465
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| English | Hidden semi-Markov-switching quantile regression for time series |
scientific article; zbMATH DE number 7345465 |
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Hidden semi-Markov-switching quantile regression for time series (English)
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7 May 2021
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asymmetric Laplace distribution
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Markov-switching models
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sojourn distribution
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quantile regression
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EM algorithm
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maximum likelihood estimation
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0.8543878793716431
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0.7883313894271851
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0.7506707906723022
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