Autoregressive processes with data-driven regime switching (Q3077661): Difference between revisions
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Revision as of 21:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive processes with data-driven regime switching |
scientific article |
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Autoregressive processes with data-driven regime switching (English)
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22 February 2011
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Markov chain
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stationarity
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ergodicity
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asymptotic normality
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