On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study

By Awirothananon Thatphong   Cheung Wai-Kong  

Communications in Statistics: Simulation and Computation, Vol. 38, Iss. 8, 2009-09 ,pp. : 1757-1788

Taylor & Francis Ltd

Access to resources Recommend Favorite

A generalized ARFIMA process with Markov-switching fractional differencing parameter

By Tsay Wen-Jen  

Journal of Statistical Computation and Simulation, Vol. 79, Iss. 5, 2009-05 ,pp. : 731-745

Taylor & Francis Ltd

Access to resources Recommend Favorite

Finite-sample properties of the bootstrap estimator in a Markov-switching model

By Ho T-W.  

Journal of Applied Statistics, Vol. 28, Iss. 7, 2001-09 ,pp. : 835-842

Taylor & Francis Ltd

Access to resources Recommend Favorite

Exact Smoothing in Hidden Conditionally Markov Switching Linear Models

By Pieczynski Wojciech  

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 16, 2011-01 ,pp. : 2823-2829

Taylor & Francis Ltd

Access to resources Recommend Favorite

Switching nonparametric regression models

By de Souza Camila P. E.   Heckman Nancy E.  

Journal of Nonparametric Statistics, Vol. 26, Iss. 4, 2014-10 ,pp. : 617-637

Taylor & Francis Ltd

Access to resources Recommend Favorite