Autocovariance Structure of Markov Regime Switching Models and Model Selection (Q2722255): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2000281646 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:12, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocovariance Structure of Markov Regime Switching Models and Model Selection |
scientific article |
Statements
Autocovariance Structure of Markov Regime Switching Models and Model Selection (English)
0 references
11 July 2001
0 references
ARMA
0 references
AIC
0 references
BIC
0 references
switching processes
0 references
autocovariances
0 references
Markov regimes
0 references
