TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (Q2704141): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING |
scientific article |
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TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (English)
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18 February 2002
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Markov regime-switching models
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periodic ARMA processes
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time series
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