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Moments of Markov-Switching Models

  
11 mar 2015

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In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent model

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Inglés
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3 veces al año
Temas de la revista:
Matemáticas, Matemáticas generales