Adding flexibility to Markov Switching models

DOI10.1177/1471082X16672025OpenAlexW3125547101MaRDI QIDQ5142162

Edoardo Otranto

Publication date: 30 December 2020

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

Full work available at URL: https://doi.org/10.1177/1471082x16672025

zbMATH Keywords

time-varying parametersgoodness of fitHamilton filterabrupt changessmoothed changes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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