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Regime switching with time-varying transition probabilities

Francis X. Diebold, Joon-Haeng Lee, Gretchen C. Weinbach
DOI: 10.1093/oso/9780198773917.003.0010
Oxford University Press eBooks

Data up to Jan 2025

Published1994
Citations273
References0
Fields
Computer scienceMathematicsPhysicsChemistryPhilosophyEconometricsStatistical physicsMachine learning

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Regime switching with time-varying transition probabilities (1994) – Oxford University Press eBooks | Metascience Observatory Explorer