The Conditional Means and Variances Based on Regime-SwitchingModel --- Generalization from Two-State to $N$-State

ZHANG Jiawei ZHENG Guihuan ZHANG Xun

Journal of Systems Science and Mathematical Sciences ›› 2008, Vol. 28 ›› Issue (11) : 1398-1406.

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Journal of Systems Science and Mathematical Sciences ›› 2008, Vol. 28 ›› Issue (11) : 1398-1406. DOI: 10.12341/jssms10139
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The Conditional Means and Variances Based on Regime-SwitchingModel --- Generalization from Two-State to $N$-State

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2008, 28(11): 1398-1406 https://doi.org/10.12341/jssms10139

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