Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Year of publication: |
2011
|
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Authors: | Çakmaklı, Cem |
Other Persons: | Paap, Richard (contributor) ; Dijk, Dick van (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 6, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1735836 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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