Pages that link to "Item:Q1951792"
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The following pages link to Penalized estimate of the number of states in Gaussian linear AR with Markov regime (Q1951792):
Displaying 4 items.
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
- DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
