Linear diffusion with stationary switching regime (Q4452119): Difference between revisions

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-Jian-feng Yao
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+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+MaRDI publication profile
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+W2120436883
@@ Property / OpenAlex ID: W2120436883 / rank @@
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@@ Property / cites work @@
+Stability of a random diffusion with linear drift
@@ Property / cites work: Stability of a random diffusion with linear drift / rank @@
+Normal rank
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+Strict stationarity of generalized autoregressive processes
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Stochastic processes and reliability of systems
@@ Property / cites work: Stochastic processes and reliability of systems / rank @@
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+Q5512461
@@ Property / cites work: Q5512461 / rank @@
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@@ Property / cites work @@
+Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Specification testing in Markov-switching time-series models
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+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
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+Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
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+Stochastic differential equations. An introduction with applications.
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@@ Property / cites work @@
+On stability of nonlinear AR processes with Markov switching
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+Publication:4452119