On using fuzzy clustering for detecting the number of states in Markov switching models.
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| Title: | On using fuzzy clustering for detecting the number of states in Markov switching models. |
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| Authors: | Otranto, Edoardo1, edoardo.otranto@uniroma1.it, Domianello, Luca Scaffidi2, luca.scaffidi@unict.it |
| Source: | Annals of Operations Research; Jun2025, Vol. 349 Issue 3, p1855-1890, 36p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-025-06585-w |