Finite-State Markov-Chain Approximations: A Hidden Markov Approach.

Autor: Janssens, Eva F.1 eva.f.janssens@frb.gov, McCrary, Sean2 smccrary@sas.upenn.edu
Zdroj: Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. Jun2023, p1-60. 62p.
Databáze: Business Source Ultimate