HS.DAT
Creators:
Eric Ghysels
;
Robert E. McCulloch
;
Ruey S. Tsay
From the dataset abstract
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...
Source: Bayesian inference for periodic regime-switching models (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/aef4e22d-097f-43d8-8993-eeb5b6b5cd52/resource/8773094f-d105-43d8-a7b8-20111dc898f6/download/hs.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
