基于状态转移模型的条件期望与方差---从2状态到$N$状态的推广
张嘉为 郑桂环 张珣
The Conditional Means and Variances Based on Regime-SwitchingModel --- Generalization from Two-State to $N$-State
ZHANG Jiawei ZHENG Guihuan ZHANG Xun
系统科学与数学
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2008, (11): 1398
-1406
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DOI: 10.12341/jssms10139
