State-Space Models with Regime Switching: Classical and Gibbs-Sampling - Chang-Jin Kim, Charles R. Nelson - Google Books
State-Space Models with Regime Switching: Classical and Gibbs-Sampling - Chang-Jin Kim, Charles R. Nelson - Google Books,Time-series IV: Markov Regime Switching Models – The Samuelson Condition,Frontiers | A Markov Regime Switching Model for Ultra-Short-Term Wind Power Prediction Based on Toeplitz Inverse Covariance Clustering,State Space Models For Sequence Modeling | by Atufa Shireen | Medium,Linear Gaussian State Space Models