Sequential detection of switches in models with changing structures
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- scientific article; zbMATH DE number 3860222
Cites work
- A Markov model for switching regressions
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Asymptotically optimal methods of early change-point detection
- Basic properties of strong mixing conditions. A survey and some open questions
- scientific article; zbMATH DE number 1191514 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Moments of Markov switching models
- Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
- SOME DOUBLY STOCHASTIC TIME SERIES MODELS
- SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS
- Stationarity of multivariate Markov-switching ARMA models
- Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
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