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7. Regime Switching with Time-Varying Transition Probabilities

Francis X. Diebold, J.C. Lee, Gretchen C. Weinbach
DOI: 10.1515/9780691219585-009
Princeton University Press eBooks

Data up to Jan 2025

Published1999
Citations423
References0
Fields
Computer sciencePhysicsChemistryStatistical physicsReal-time computingBiochemistry

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