We present a general class of nonlinear time-series Markov regime-switching models for seasonal data which may exhibit periodic features in the hidden Markov process as well as in the laws of motion in each of the regimes. This class of models allows for non-trivial dependencies between seasonal, cy
Bayesian inference for a Lanchester type combat model
โ Scribed by M.P. Wiper; L.I. Pettit; K.D.S. Young
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 164 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0894-069X
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