Analytical derivatives for Morkov switching models (Q1367958)

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scientific article; zbMATH DE number 1070559
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Analytical derivatives for Morkov switching models
scientific article; zbMATH DE number 1070559

    Statements

    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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