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Journal of Statistical Computation and Simulation Volume 90, 2020 - Issue 5
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Articles

A segmented generalized Markov regime-switching model with its application in financial time series data

Yufeng LinDepartment of Mathematics and Statistics, York University, Toronto, CanadaView further author information
,
Yuehua WuDepartment of Mathematics and Statistics, York University, Toronto, CanadaCorrespondence[email protected]
View further author information
,
Xiaogang WangDepartment of Mathematics and Statistics, York University, Toronto, CanadaView further author information
&
Hao DingDepartment of Mathematics and Statistics, York University, Toronto, CanadaView further author information
Pages 839-853 | Received 15 Mar 2019, Accepted 25 Dec 2019, Published online: 04 Jan 2020

References

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