TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (Q2739288)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING |
scientific article |
Statements
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING (English)
0 references
2 April 2002
0 references
Markov regime-switching models
0 references
historical inflation chronologies
0 references
time-series model
0 references
grain prices
0 references