Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates
Published in Chaos, Solitons & Fractals, 2024
Recommended citation: Damásio, B., & Nicolau, J. (2024). Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. Chaos, Solitons & Fractals, 180, 114478.https://doi.org/10.1016/j.chaos.2024.114478