On the Identifiability of Regime-Switching Models with Multi-Lag Dependencies

Fuente: arXiv

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Bibliographic Details
Main Authors:	Balsells-Rodas, Carles, Matsui, Toshiko, Mediano, Pedro A. M., Wang, Yixin, Li, Yingzhen
Format:	Preprint
Published:	2026
Subjects:	Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.03325