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State space Markov switching models using wavelets
Alencar, Airlane P., Morettin, Pedro A., Toloi, Clelia M.C.Volume:
17
Language:
english
Journal:
Studies in Nonlinear Dynamics and Econometrics
DOI:
10.1515/snde-2012-0020
Date:
January, 2013
File:
PDF, 1.19 MB
english, 2013