Parameter estimation via regime switching model for high frequency data (Q4624622)
From MaRDI portal
scientific article; zbMATH DE number 7028831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation via regime switching model for high frequency data |
scientific article; zbMATH DE number 7028831 |
Statements
Parameter estimation via regime switching model for high frequency data (English)
0 references
22 February 2019
0 references
high frequency data
0 references
regime switching
0 references
filtering algorithm
0 references
Kim smoothing algorithm
0 references
parameter estimation
0 references
prediction
0 references
