On using fuzzy clustering for detecting the number of states in Markov switching models.

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Bibliographic Details
Title: On using fuzzy clustering for detecting the number of states in Markov switching models.
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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Description
ISSN:02545330
DOI:10.1007/s10479-025-06585-w