Open AccessMarkov Regime-Switching in Forecasting Models
Author(s) -
Bao Nguyen
Publication year - 2020
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.22215/etd/2020-14147
Subject(s) - markov chain , commodity , markov model , economics , econometrics , hidden markov model , markov process , variable order markov model , field (mathematics) , computer science , artificial intelligence , machine learning , mathematics , finance , statistics , pure mathematics