Closed-form likelihood function of Markov-switching models
Year of publication: |
2001
|
---|---|
Authors: | Yang, Minxian |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 70.2001, 3, p. 319-326
|
Subject: | Markov-Kette | Markov chain | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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