A tractable framework for analyzing a class of nonstationary Markov models (Q4991628)
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scientific article; zbMATH DE number 7354543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tractable framework for analyzing a class of nonstationary Markov models |
scientific article; zbMATH DE number 7354543 |
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A tractable framework for analyzing a class of nonstationary Markov models (English)
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3 June 2021
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turnpike theorem
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time-inhomogeneous models
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nonstationary models
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semi-Markov models
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unbalanced growth
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time-varying parameters
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trends
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anticipated shock
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parameter shift
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parameter drift
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regime switches
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stochastic volatility
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technological progress
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seasonal adjustments
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fair and Taylor method
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extended path
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