Pages that link to "Item:Q2691700"
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The following pages link to A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700):
Displaying 3 items.
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework (Q6645232) (← links)
- Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919) (← links)
