Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192)
From MaRDI portal
scientific article; zbMATH DE number 7528687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov switch smooth transition HYGARCH model: Stability and estimation |
scientific article; zbMATH DE number 7528687 |
Statements
Markov switch smooth transition HYGARCH model: Stability and estimation (English)
0 references
18 May 2022
0 references
HYGARCH
0 references
long rang dependence
0 references
Markov switching
0 references
smooth transition
0 references
griddy Gibbs sampling
0 references
