A time varying hidden Markov model with latent information

Statistical Modelling

Volumn 8, Issue 4, 2008, Pages 347-366

  Otranto, Edoardo ^a,b  

^a UNIVERSITY OF SASSARI   (Italy)

^b NONE   (Italy)

Author keywords

Forecasts; Latent variables; Markov switching; Signal extraction; State space

Indexed keywords

EID: 61349132945     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1177/1471082X0800800402     Document Type: Article

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