Bootstrap-based evaluation of markov-switching time series models (Q4211360): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07474939808800416 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1977680849 / rank | |||
Normal rank |
Revision as of 23:21, 19 March 2024
scientific article; zbMATH DE number 1199906
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrap-based evaluation of markov-switching time series models |
scientific article; zbMATH DE number 1199906 |
Statements
Bootstrap-based evaluation of markov-switching time series models (English)
0 references
22 February 1999
0 references
Markov chain
0 references
moving estimates
0 references
parametric bootstrap
0 references
Markov-switching time series models
0 references
spectral density function
0 references
regime-switching
0 references