On Bayesian filtering for Markov regime switching models - Hashimzade, Nigar,Kirsanov, Oleg,Kirsanova, Tatiana,Maih, Junior ([Adam Smith Business School], 2024)
https://econpapers.repec.org/RePEc:gla:glaewp:2024_01
Keywords: Graue Literatur; Markov switching models; Filtering; Smoothing