regime-switching

Here are 3 public repositories matching this topic...

This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.

Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models

STAT 230A Final Project: Exploring Regime-adaptive Linear Models for Time Series Forecasting

Add a description, image, and links to the regime-switching topic page so that developers can more easily learn about it.

To associate your repository with the regime-switching topic, visit your repo's landing page and select "manage topics."