Markov-switching model is a method applied to investigating the structural changes of time series.
马尔可夫切换模型是一种研究时间序列结构性变化的方法。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外,结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外,结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
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