On Markov-switching periodic<i>ARMA</i>models (Q4638709)

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scientific article; zbMATH DE number 6865490
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On Markov-switching periodic<i>ARMA</i>models
scientific article; zbMATH DE number 6865490

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    On Markov-switching periodic<i>ARMA</i>models (English)
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    27 April 2018
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    higher-order moments
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    Markov-switching models
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    maximum-likelihood method
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    MS-PARMA models
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    periodic ARMA model
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    periodic stationarity
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