Adaptive prediction for ARMA processes with Markov switching parameters (Q3777926)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive prediction for ARMA processes with Markov switching parameters |
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Adaptive prediction for ARMA processes with Markov switching parameters (English)
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1988
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ARMA processes with switching parameters
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finite-state Markov chain
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multiple-model prediction
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