State-Space Models with Regime Switching

Kim, C.-J. State-Space Models with Regime Switching : Classical and Gibbs-Sampling Approaches with Applications / C.-J. Kim, C.R. Nelson. — Cambridge : The MIT Press, 1999. — 297 p.. — 4966.10 р.

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State-Space Models with Regime Switching

State-Space Models with Regime Switching

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