Pages that link to "Item:Q4954302"
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The following pages link to SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302):
Displayed 24 items.
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process (Q1985964) (← 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)
- Markov-switching state-space models with applications to neuroimaging (Q2157524) (← links)
- Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data? (Q2163529) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- Asymptotic Fisher information matrix of Markov switching VARMA models (Q2397135) (← links)
- Sequential detection of switches in models with changing structures (Q2804556) (← links)
- A transitional Markov switching autoregressive model (Q2815965) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- Third and fourth moments of vector autoregressions with regime switching (Q4975126) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← 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)
- Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) (← links)