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Nonlinear regime-switching state-space (RSSS) models - MaRDI portal

Nonlinear regime-switching state-space (RSSS) models (Q2452358)

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Nonlinear regime-switching state-space (RSSS) models
scientific article

    Statements

    title
    Nonlinear regime-switching state-space (RSSS) models (English)
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    author
    Sy-Miin Chow
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    Guangjian Zhang
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    publication date
    2 June 2014
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    zbMATH Keywords
    regime-switching
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    state-space
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    nonlinear latent variable models
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    dynamic factor analysis
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    Kim filter
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    describes a project that uses
    depmix
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    GAUSS
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    SAS
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    Mplus
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    msm
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    PROC LTA
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    R
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    OpenMx
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    Ox
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    cites work
    Q4769776
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    Q3993534
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    Q2760417
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    Q4323296
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    Q4779059
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    Q3928091
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    Identifiers

    zbMATH DE Number
    6299303
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    Wikidata QID
    Q45927137
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    OpenAlex ID
    W2078455547
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