State space Markov switching models using wavelets

Airlane P. Alencar, Pedro A. Morettin and Clelia M.C. Toloi

Year of publication:	2013
Authors:	Alencar, Airlane P. ; Morettin, Pedro A. ; Toloi, Clelia M. C.
Published in:	Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 17.2013, 2, p. 221-238
Subject:	Zustandsraummodell \| State space model \| Markov-Kette \| Markov chain \| Theorie \| Theory

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