Switching State-Space Model is a state-space model that incorporates discrete latent variables to allow transitions between different dynamical regimes, thereby enabling the representation of system dynamics that switch among multiple distinct modes over time.
206
Publications
12.7K
Citations
459
Authors
285
Institutions
Publications per year
2017–2026
50
Parents
Publications
206
Dynamic linear models with Markov-switching
Chang‐Jin Kim · Journal of Econometrics · 1994 · 1.5K citations
Moments of Markov switching models
Allan Timmermann · Journal of Econometrics · 2000 · 348 citations
1–5 of 206
Authors
459
- EZ
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- JC
4
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- GC
4
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- AM
4
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- LZ
4
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1–5 of 459
Institutions
285
Centre National de la Recherche Scientifique
Paris, France
11 h-index
17 publications
460 citations
Harbin Institute of Technology
Harbin, China
10 h-index
21 publications
1.5K citations
Purdue University West Lafayette
West Lafayette, United States
5 h-index
7 publications
1.4K citations
Marche Polytechnic University
Ancona, Italy
5 h-index
9 publications
197 citations
Massachusetts Institute of Technology
Cambridge, United States
5 h-index
7 publications
753 citations
Centre de Recherche en Automatique de Nancy
Nancy, France
4 h-index
7 publications
157 citations
University of Waterloo
Waterloo, Canada
4 h-index
4 publications
88 citations
Virginia Tech
Blacksburg, United States
4 h-index
11 publications
581 citations
1–8 of 285
Venues
- Automatica
24 publications · 1.4K citations
18
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- Journal of Econometrics
15 publications · 3.5K citations
12
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- Systems & Control Letters
8 publications · 361 citations
8
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- IEEE Transactions on Automatic Control
6 publications · 886 citations
6
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- Economics Letters
6 publications · 122 citations
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1–5