This study proposes and estimates state-space models with endogenous Markov regime-switching parameters. It complements regime-switching dynamic linear models by allowing the discrete regime to be ...

For a while now, we’ve been talking about transformers, frontier neural network logic models, as a transformative technology, no pun intended. But now, these attention mechanisms have other competing ...

This is a preview. Log in through your library . Abstract Sequential Monte Cario (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a ...