Optimal Test for Markov Switching Parameters (Q4615860)
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scientific article; zbMATH DE number 7007967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Test for Markov Switching Parameters |
scientific article; zbMATH DE number 7007967 |
Statements
Optimal Test for Markov Switching Parameters (English)
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29 January 2019
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information matrix test
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optimal test
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Markov switching model
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Neyman-Pearson lemma
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random coefficients model
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bootstrap
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