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State-Space Models with Regime Switching

Chang‐Jin Kim, Daniel C R. Halbert
DOI: 10.7551/mitpress/6444.001.0001

Data up to Jan 2025

Published1999
Citations931
References0
Fields
Environmental sciencePhysicsComputer scienceMathematicsMechanicsStatisticsAlgorithm

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State-Space Models with Regime Switching (1999) | Metascience Observatory Explorer