On Regime Switching Models
Regime switching models have been widely studied for their ability to capture the dynamic behavior of time series data and are widely used in economic and financial data analysis. This paper reviews various regime switching models with various regime switching mechanisms, including threshold models,...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/7/1128 |
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