Likelihood ratio-based tests for Markov regime switching
Year of publication: |
2021
|
---|---|
Authors: | Qu, Zhongjun ; Zhuo, Fan |
Subject: | Hypothesis testing | Likelihood ratio | Markov switching | Nonlinearity | Markov-Kette | Markov chain | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory |
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