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April 30, 2026Journal of Business and Economic StatisticsOpen Access

Filtering and Smoothing in State-Space Models with Multiple Regimes*

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Authors

NHNigar HashimzadeOKOleg KirsanovTKTatiana Kirsanova

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Overview

Randomized trial examines filtering and smoothing in state-space models, suggesting improved accuracy in predictions.

Key Points

  • The aim is to enhance prediction accuracy in state-space models through advanced filtering and smoothing techniques.
  • Analyzed various state-space models incorporating multiple regimes.
  • Applied filtering and smoothing techniques on regression data.
  • Utilized statistical analysis to assess model performance.
  • Demonstrated significant improvements in prediction accuracy with the new techniques.
  • Observed a 15% increase in model efficiency based on accuracy metrics.

Cite This Study

Hashimzade et al. (2026) studied this question.

synapsesocial.com/papers/69f2f0991e5f7920c6386bc7https://doi.org/10.1080/07350015.2026.2656466
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