Computing aspects of markov-switching models with constant and time-varying transition probabilities

Computing aspects of markov-switching models with constant and time-varying transition probabilities

Detalhes bibliográficos
Autor principal: Medina, Aileen V.
Formato: Tese
Idioma:English
Publicado em: 2002.
Assuntos:
Probabilities.
Time-series analysis.
Agricultural prices > Mathematical models.
Fishery products > Prices > Mathematical models.