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Robert J. Elliott, Tak Kuen Siu and John W. Lau

A hidden Markov regime-switching smooth transition model

Published in: Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 22, 4, 2018

Title	A hidden Markov regime-switching smooth transition model
Involved	Robert J. Elliott (Verfasser) Tak Kuen Siu (Verfasser) John W. Lau (Verfasser)
Published in	Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 22, 4, 2018
Published	29.06.2018
Language	Englisch
Country	Deutschland
Topic	Mathematik
Subject	filtering Laplace series expansion nonlinear time series regime switching model smooth transition model
DDC notation	519.23
Persistent identifier	urn:nbn:de:101:1-2512180237337.358672977762 (URN) 10.1515/snde-2016-0061 (DOI)
Record ID	1384669167

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A hidden Markov regime-switching smooth transition model