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On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Pouzo, Demian, Sola, Martin, Psaradakis, Zacharias
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Econometrics Statistics Theory Methodology 62M05 62P20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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