On Bayesian Filtering for Markov Regime Switching Models.
| Autor: | Hashimzade, Nigar1 nigar.hashimzade@brunel.ac.uk, Kirsanov, Oleg2 oleg.kirsanov@glasgow.ac.uk, Kirsanova, Tatiana2 tatiana.kirsanova@glasgow.ac.uk, Maih, Junior3 Junior.Maih@norges-bank.no |
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| Zdroj: | Norges Bank: Working Papers. 4/19/2024, Issue 8, p1-40. 41p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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