Pages that link to "Item:Q3440767"
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The following pages link to Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767):
Displaying 13 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study (Q3652720) (← links)
- Mortality regimes and longevity risk in a life annuity portfolio (Q4576922) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
- Monetary policy, external instruments, and heteroskedasticity (Q6067210) (← links)
- Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139) (← links)
