readme.gmt.txt
Creators:
Eric Ghysels
;
Robert E. McCulloch
;
Ruey S. Tsay
From the dataset abstract
We present a general class of nonlinear time-series Markov regime-switching models for seasonal data which may exhibit periodic features in the hidden Markov process as well as in the...
Source: Bayesian inference for periodic regime-switching models (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/8cce7ccc-7fd9-4cea-9be9-6de8d1a6e3ed/resource/0197e68f-6627-41c5-a4ea-1b11905bc6f6/download/readme.gmt.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |