Skewness and kurtosis of multivariate Markov-switching processes (Q1659107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skewness and kurtosis of multivariate Markov-switching processes |
scientific article |
Statements
Skewness and kurtosis of multivariate Markov-switching processes (English)
0 references
15 August 2018
0 references
Markov-switching
0 references
VAR models
0 references
higher-order moments
0 references
state space models
0 references
0 references
0 references
