A hidden Markov regime-switching smooth transition model

Mathematics

• Transition Model 88%
• Markov Switching 88%
• Regime Switching 82%
• Nonlinear Time Series Model 23%
• Regime-switching Model 23%
• Model 20%
• Financial Data 20%
• State Transition 19%
• Expectation-maximization Algorithm 18%
• Markov Model 17%
• Filtering 15%
• Filter 14%
• Class 14%

Business & Economics

• Smooth Transition Models 100%
• Markov Regime-switching 85%
• Markov Regime Switching Model 22%
• Nonlinear Time Series 21%
• Switching Behavior 20%
• Time Series Models 16%
• Filter 16%
• Financial Data 15%

Social Sciences

• regime 44%
• time series 9%