A time varying hidden Markov model with latent information

DOI10.1177/1471082X0800800402MaRDI QIDQ4970951

Edoardo Otranto

Publication date: 8 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

latent variablesMarkov switchingstate-spacesignal extractionforecasts

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Adding flexibility to Markov Switching models

Cites Work

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