Pages that link to "Item:Q4319847"
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The following pages link to STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847):
Displayed 15 items.
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes (Q1019953) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462) (← links)
- Business cycle durations (Q1298429) (← links)
- Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Can nonlinear time series models generate US business cycle asymmetric shape? (Q1852903) (← links)
- Bootstrap-based evaluation of markov-switching time series models (Q4211360) (← links)
- Linear diffusion with stationary switching regime (Q4452119) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS (Q4817435) (← links)
- On square-integrability of an AR process with Markov switching (Q5937049) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)