The Beveridge-Nelson decomposition of Markov-switching processes (Q1929080)

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The Beveridge-Nelson decomposition of Markov-switching processes
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    Statements

    title
    The Beveridge-Nelson decomposition of Markov-switching processes (English)
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    author
    Chao-Chun Chen
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    Wen-Jen Tsay
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    publication date
    7 January 2013
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    zbMATH Keywords
    Beveridge-Nelson decomposition
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    Markov-switching
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62P05
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    62P20
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    62M10
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    zbMATH DE Number
    6122314
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