Pages that link to "Item:Q3551016"

The following pages link to ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016):

Displaying 22 items.

• Local unit roots and global stationarity of TARMA models (Q430852) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
• A comment on ``An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models'' by F. Battaglia and M. K. Protopapas (Q1934289) (← links)
• On random coefficient INAR(1) processes (Q1935708) (← 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)
• Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
• High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• Spectral density of Markov-switching VARMA models (Q2451399) (← links)
• Threshold Vector Arma Models (Q2792294) (← links)
• On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
• Statistical Analysis Of Mixture Vector Autoregressive Models (Q2835319) (← links)
• Third and fourth moments of vector autoregressions with regime switching (Q4975126) (← links)
• HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
• Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
• Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
• Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
• Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
• Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)