Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Koslik, Jan-Ole
Format:	Preprint
Published:	2024
Subjects:	Methodology Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2411.11498