| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Dajani, K. | |
| dc.contributor.author | Noordhuis, Chanan | |
| dc.date.accessioned | 2025-04-03T12:00:42Z | |
| dc.date.available | 2025-04-03T12:00:42Z | |
| dc.date.issued | 2025 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/48763 | |
| dc.description.sponsorship | Utrecht University | |
| dc.language.iso | EN | |
| dc.subject | In this thesis, we explore the concept of Markov regime-switching models. This model allows us to describe processes. These models have a unique feature, which allows for different parameter valuations in different regimes. We will make use of Markov chains and first-order autoregressions to specify our model. Furthermore, we will find useful expressions, which allows us to estimate the parameters of our model using maximum likelihood estimation. | |
| dc.title | Markov Regime-Switching Models | |
| dc.type.content | Bachelor Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.keywords | Markov Regime-Switching Models ; Markov Chains ; First-Order Autoregressions | |
| dc.subject.courseuu | Wiskunde & Toepassingen | |
| dc.thesis.id | 14385 | |
