Markov switching quantile regression models with time-varying transition probabilities (Q2089025)
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scientific article; zbMATH DE number 7597021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov switching quantile regression models with time-varying transition probabilities |
scientific article; zbMATH DE number 7597021 |
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Markov switching quantile regression models with time-varying transition probabilities (English)
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6 October 2022
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quantile regression
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Markov switching
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time-varying transition probabilities
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EM algorithm
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asymmetric Laplace distribution
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