Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences
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- Sy-Miin Chow & Guangjian Zhang, 2013. "Nonlinear Regime-Switching State-Space (RSSS) Models," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 740-768, October.
More about this item
KeywordsKalman filter; regime switching; state-space model; missing data;
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