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The Comovement and Asymmetry of Logistics Cycle - A Multivariate Dynamic Factor Model with Markov Switching and its Application.
Xingdong He
Kai Liu
Weiru Shao
Published in:
LISS (2) (2011)
Keyphrases
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dynamic environments
neural network
markov chain
database
clustering algorithm
case study
image sequences
probabilistic model