Funder
National Natural Science Foundation of China
Tianyuan Fund for Mathematics, National Natural Science Foundation of China
Natural Science and Engineering Research Council of Canada
Publisher
Springer Science and Business Media LLC
Reference49 articles.
1. Amini, M., Bayat, A., & Salehian, R. (2022). hhsmm: An R package for hidden hybrid Markov semi-Markov models. Computational Statistics, 1–53.
2. Ang, A., & Bekaert, G. (2002). Regime switches in interest rates. Journal of Business & Economic Statistics, 20(2), 163–182.
3. Bai, X., Yao, W., & Boyer, J. E. (2012). Robust fitting of mixture regression models. Computational Statistics & Data Analysis, 56(7), 2347–2359.
4. Balcilar, M., Gupta, R., & Miller, S. M. (2015). Regime switching model of US crude oil and stock market prices: 1859 to 2013. Energy Economics, 49, 317–327.
5. Bernardi, M., Maruotti, A., & Petrella, L. (2018). Multivariate Markov-switching models and tail risk interdependence. arXiv:1312.6407v3 [stat.ME].
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献