A hidden Markov regime-switching smooth transition model (Q2691768)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hidden Markov regime-switching smooth transition model |
scientific article |
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A hidden Markov regime-switching smooth transition model (English)
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30 March 2023
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filtering
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Laplace series expansion
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nonlinear time series
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regime switching model
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smooth transition model
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