Markov switch smooth transition HYGARCH model: Stability and estimation (Q5077192)

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scientific article; zbMATH DE number 7528687
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English
Markov switch smooth transition HYGARCH model: Stability and estimation
scientific article; zbMATH DE number 7528687

    Statements

    title
    Markov switch smooth transition HYGARCH model: Stability and estimation (English)
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    publication date
    18 May 2022
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    zbMATH Keywords
    HYGARCH
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    long rang dependence
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    Markov switching
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    smooth transition
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    griddy Gibbs sampling
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    Identifiers

    Mathematics Subject Classification ID
    60J10
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    91B84
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    62F15
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    62-XX
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    zbMATH DE Number
    7528687
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    OpenAlex ID
    W2962693530
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