Markov-Switching Model Selection Using Kullback-Leibler Divergence
Copyright policy )Markov-Switching Model Selection Using Kullback-Leibler Divergence
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- Peking University China (People's Republic of)
- University of California System United States
- University of California, San Francisco United States
- University of California, Davis United States
- Peking University China (People's Republic of)
hidden Markov models, Markov processes: estimation; hidden Markov models, Research Methods/ Statistical Methods,, information criterion, Advertising effectiveness, Time series, auto-correlation, regression, etc. in statistics (GARCH), business cycles, advertising effectiveness, Markov-switching regression, EM algorithm, Applications of statistics to economics, Asymptotic properties of parametric estimators
hidden Markov models, Markov processes: estimation; hidden Markov models, Research Methods/ Statistical Methods,, information criterion, Advertising effectiveness, Time series, auto-correlation, regression, etc. in statistics (GARCH), business cycles, advertising effectiveness, Markov-switching regression, EM algorithm, Applications of statistics to economics, Asymptotic properties of parametric estimators
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