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Hidden chain reconstruction, missing observation restoration, multistep forecasting by means of Markov switching autoregressive models

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)227-246
Number of pages20
JournalStatistica Applicata
Volume2002
Publication statusPublished - 2003

Keywords

  • EM algorithm
  • hidden Markov chain
  • nonlinear time series
  • sulphur dioxide

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