Analytical derivatives for Morkov switching models (Q1367958)
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scientific article; zbMATH DE number 1070559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical derivatives for Morkov switching models |
scientific article; zbMATH DE number 1070559 |
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Analytical derivatives for Morkov switching models (English)
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23 March 1998
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regime switching
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maximum likelihood
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Markov switching
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gradients
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score
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