Spectral density of Markov-switching VARMA models (Q2451399)
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scientific article; zbMATH DE number 6299844
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| default for all languages | No label defined |
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| English | Spectral density of Markov-switching VARMA models |
scientific article; zbMATH DE number 6299844 |
Statements
Spectral density of Markov-switching VARMA models (English)
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3 June 2014
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Markov-switching VARMA
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spectral density
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stable VARMA representation
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0.8769863843917847
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0.8434548377990723
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0.7885832190513611
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0.7882914543151855
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0.7839962840080261
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