• DocumentCode
    3040337
  • Title

    Research on Markov-Switching model

  • Author

    Tang, Xiaobin

  • Author_Institution
    Sch. of Stat., Chengdu Univ. of Inf. & Technol., Chengdu, China
  • fYear
    2011
  • fDate
    26-28 July 2011
  • Firstpage
    5985
  • Lastpage
    5988
  • Abstract
    On analyzing the basic thought of the parameter estimates of Markov switching model, and researching on the derivation of likelihood function, This paper deduces the smooth probability and the expected duration of the state variable of Markov-Switching model, so as to provide a reference for other researchers.
  • Keywords
    Markov processes; macroeconomics; parameter estimation; probability; Markov-switching model; likelihood function; parameter estimation; smooth probability; state variable; Analytical models; Data models; Equations; Markov processes; Mathematical model; Switches; Time series analysis; Markov-Switching model; likelihood function; smooth probability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Multimedia Technology (ICMT), 2011 International Conference on
  • Conference_Location
    Hangzhou
  • Print_ISBN
    978-1-61284-771-9
  • Type

    conf

  • DOI
    10.1109/ICMT.2011.6002578
  • Filename
    6002578
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3040337