Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Rocio Alvarez, Maximo Camacho, Manuel Ruiz
| Year of publication: |
2019
|
|---|---|
| Authors: | Álvarez, Rocío ; Camacho, Maximo ; Ruiz Marín, Manuel |
| Subject: | Business cycles | Markov switching | Time series. | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1380032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012178190