Pages that link to "Item:Q4678804"
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The following pages link to Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804):
Displaying 7 items.
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
- Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
