Empirical likelihood estimation of the Markov-switching model
© Published under licence by IOP Publishing Ltd. The Markov-switching (MS) model is one of the most popular nonlinear time series models in the literature. However, the estimation methods which are normally used to estimate the MS models rely on the assumption of a parametric distribution, which som...
Saved in:
| Main Authors: | , , |
|---|---|
| 格式: | Conference Proceeding |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051406678&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59127 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |