Autocovariance Structure of Markov Regime Switching Models and Model Selection (Q2722255): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:38, 3 February 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
