Pages that link to "Item:Q1808545"

The following pages link to Bayesian estimation of switching ARMA models (Q1808545):

Displaying 7 items.

• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
• A Bayesian regime-switching time-series model (Q3103191) (← links)
• Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution (Q3429999) (← links)