State space Markov switching models using wavelets
- 期刊名称Studies in Nonlinear Dynamics and Econometrics
- 作者Alencar, Airlane P.; Morettin, Pedro A.; Toloi, Clelia M.C.
- 卷第17卷
- 期第2期
- 印刷ISSN1081-1826
- 电子ISSN1558-3708
- 文件大小1219.34KB
- 发表时间2013-01-11
- DOI10.1515/snde-2012-0020
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