【全文链接或数据库名称(选填)】Dynamic linear models with Markov-switchingCJ Kim - Journal of Econometrics, 1994 - Elsevier
Abstract In this paper, Hamilton's (1988, 1989) Markov-switching model is extended to a
general state-space model. This paper also complements Shumway and Stoffer's (1991)
dynamic linear models with switching, by introducing dependence in the switching ... 被引用次数：1009相关文章所有 6 个版本Web of Science: 253引用保存
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