A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood (Q2851573)
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scientific article; zbMATH DE number 6215397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood |
scientific article; zbMATH DE number 6215397 |
Statements
A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood (English)
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11 October 2013
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finite mixture model
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