Likelihood Ratio-Based Tests for Markov Regime Switching (Q5022577)
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scientific article; zbMATH DE number 7459611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Ratio-Based Tests for Markov Regime Switching |
scientific article; zbMATH DE number 7459611 |
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Likelihood Ratio-Based Tests for Markov Regime Switching (English)
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19 January 2022
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hypothesis testing
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likelihood ratio
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Markov switching
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nonlinearity
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