Estimating models based on Markov jump processes given fragmented observation series
| Year of publication: |
2009
|
|---|---|
| Authors: | Hahn, Markus ; Frühwirth-Schnatter, Sylvia ; Sass, Jörn |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 93.2009, 4, p. 403-425
|
| Publisher: |
Springer |
| Subject: | Markov chain | Markov switching model | Hidden Markov model | Regime switching | Inference |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491510