Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737): Difference between revisions

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+Periodic moving averages of random variables with regularly varying tails
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+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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+Consistent and asymptotically normal estimators for cyclically time-dependent linear models
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Stationarity of multivariate Markov-switching ARMA models
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
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+Q3876877
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