Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719)
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scientific article; zbMATH DE number 6947850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space |
scientific article; zbMATH DE number 6947850 |
Statements
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (English)
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5 October 2018
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conditional mean model
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Markov-switching
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factorial hidden Markov model
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multifractal
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