A Multivariate Generalization of the Markov switching Model

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Conference papers
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https://hal-paris1.archives-ouvertes.fr/hal-00318120
Contributor : Mohamad Khaled <>
Submitted on : Wednesday, September 3, 2008 - 6:11:39 PM
Last modification on : Tuesday, January 30, 2018 - 5:50:02 PM

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  • HAL Id : hal-00318120, version 1

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Mohamad Khaled. A Multivariate Generalization of the Markov switching Model. EC2, Dec 2006, Rotterdam, Netherlands. ⟨hal-00318120⟩

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