Autocovariance Structure of Markov Regime Switching Models and Model Selection (Q2722255)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocovariance Structure of Markov Regime Switching Models and Model Selection |
scientific article |
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Autocovariance Structure of Markov Regime Switching Models and Model Selection (English)
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11 July 2001
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ARMA
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AIC
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BIC
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switching processes
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autocovariances
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Markov regimes
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