Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Xiudi, Safikhani, Abolfazl, Shojaie, Ali
Format:	Preprint
Published:	2022
Subjects:	Methodology Machine Learning
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2210.07456