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Markov-switching autoregressive models for wind time series

✍ Scribed by Pierre Ailliot; Valérie Monbet


Book ID
113606122
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
481 KB
Volume
30
Category
Article
ISSN
1364-8152

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## Abstract Logistic smooth transition and Markov switching autoregressive models of a logistic transform of the monthly US unemployment rate are estimated by Markov chain Monte Carlo methods. The Markov switching model is identified by constraining the first autoregression coefficient to differ ac