Report copyright - Markov-switching generalized additive models · 2017. 8. 27. · Stat Comput (2017) 27:259–270 261 where t iid ∼ N(0,1) (cf. Frühwirth-Schnatter 2006; Kim et al. 2008). AssuminghomogeneityoftheMarkovchain—whichcan
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