"Regime switching model estimation: spectral clustering hidden Markov model."

Kai Zheng, Yuying Li, Weidong Xu (2021)

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DOI: 10.1007/S10479-019-03140-2

access: closed

type: Journal Article

metadata version: 2023-10-24

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Kai Zheng, Yuying Li, Weidong Xu:
Regime switching model estimation: spectral clustering hidden Markov model. Ann. Oper. Res. 303(1): 297-319 (2021)

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