【作者(必填)】Marco Bazzi1, Francisco Blasques2, Siem Jan Koopman2,3,* andAndre Lucas2

【文题(必填)】Time-Varying Transition Probabilities for Markov Regime Switching Models

【年份(必填)】2016

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12211/full