Autoregressive processes with data-driven regime switching (Q3077661): Difference between revisions

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Latest revision as of 19:59, 3 July 2024

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Autoregressive processes with data-driven regime switching
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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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