Trend/cycle decomposition of regime-switching processes (Q299214)
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scientific article; zbMATH DE number 6596364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend/cycle decomposition of regime-switching processes |
scientific article; zbMATH DE number 6596364 |
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Trend/cycle decomposition of regime-switching processes (English)
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22 June 2016
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unobserved components
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filtering
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nonlinear
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Markov switching
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forecasting
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