Pages that link to "Item:Q5942686"
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The following pages link to Stationarity of multivariate Markov-switching ARMA models (Q5942686):
Displayed 17 items.
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- A two-state regime switching autoregressive model with an application to river flow analysis (Q997301) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- A note on state space representations of locally stationary wavelet time series (Q2518952) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)