必应词典为您提供regime-switchingmodel的释义,网络释义: 状态转换模型;体制转换模型;
The threshold-switching dynamic regression model treats St as a fixed variable. The level of an observed threshold variable determines the regime at time t (the value of St), but threshold values that determine when regimes shift are unknown parameters. The threshold variable can be exogenous or...
机制转换模型(Regime Switching Model) 是一个运用很广泛的模型,主要用来分析结构突变问题。在金融危机爆发后,这一模型的运用呈现了爆炸式增长。基于此,我复制了机制转换模型(Regime Switching Model)的创建者哈密尔顿(Hamilton) 在 'Time Series Analysis' 中的第22章。 $\bf{Figure 22.2}\quad \text{Density of ...
Regime-Switching Models(体制转换模型)
Regime-Switching Models(体制转换模型).pdf,Regime-Switching Models -Foundation and Application Fang Long Content • Background and Evolution • Markov Switching Models • Model Estimation • Hypothesis Testing • Application: A Study of Taiwan
Regime-SwitchingModels-FoundationandApplicationFangLongContent•BackgroundandEvolution•MarkovSwitchingModels•ModelEstimation•Hyp..
Regime-Switching Models -Foundation and Application Fang Long Content • Background and Evolution • Markov Switching Models • Model Estimation • Hypothesis Testing • Application: A Study of Taiwan’s Business Cycles Background and Evolution • Linear time series models e.g. AR(p)/MA...
Hidden Markov modelsMarkov regime-switchingFeature constructionWe propose a novel method for Markov regime switching (MRS) model estimations by spectral clustering hidden Markov model (SC-HMM). The proposed SC-HMM exploits the Markov property of hidden states and utilizes pairwise feature similarities ...
机制转换模型 机制转换模型（regime-switching model ）是2016年公布的管理科学技术名词。定义 对变量的机制转换进行建模的模型。出处 《管理科学技术名词》第一版。