A transitional Markov switching autoregressive model (Q2815965)
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scientific article; zbMATH DE number 6600112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A transitional Markov switching autoregressive model |
scientific article; zbMATH DE number 6600112 |
Statements
A transitional Markov switching autoregressive model (English)
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30 June 2016
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autocovariance structure
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filter and smoothed probabilities
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Markov switching autoregressive models
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stationary time series
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0.8333895802497864
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0.8197486400604248
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0.8150542974472046
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0.8090171813964844
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0.7993132472038269
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