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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/32957| Title: | Filtering and Smoothing in State-Space Models with Multiple Regimes |
| Authors: | Hashimzade, N Kirsanov, O Kirsanova, T Maih, J |
| Issue Date: | 2026 |
| Publisher: | Taylor and Francis |
| Citation: | Hashimzade, N. et al. (2026) 'Filtering and Smoothing in State-Space Models with Multiple Regimes', Journal of Business and Economic Statistics, 0 (accepted, in press) |
| Abstract: | ... |
| Description: | ... |
| URI: | https://bura.brunel.ac.uk/handle/2438/32957 |
| ISSN: | 0735-0015 |
| Other Identifiers: | ORCiD: Nigar Hashimzade https://orcid.org/0000-0003-2035-5020 ORCiD: Tatiana Kirsanova https://orcid.org/0000-0002-1470-4311 |
| Appears in Collections: | Department of Economics, Finance and Accounting Embargoed Research Papers * |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication. | 688.17 kB | Adobe PDF | View/Open |
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