A numerical filtering method for linear state‐space models with Markov switching (Q5003419)
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scientific article; zbMATH DE number 7373599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical filtering method for linear state‐space models with Markov switching |
scientific article; zbMATH DE number 7373599 |
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A numerical filtering method for linear state‐space models with Markov switching (English)
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22 July 2021
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filtering
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linear state-space models
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Markov switching
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