Markov regime-switching tests: asymptotic critical values (Q2870571)
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scientific article; zbMATH DE number 6248112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov regime-switching tests: asymptotic critical values |
scientific article; zbMATH DE number 6248112 |
Statements
21 January 2014
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mean reversion
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mixture models
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numeric approximation
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regime switching
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Markov regime-switching tests: asymptotic critical values (English)
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