A transitional Markov switching autoregressive model (Q2815965)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A transitional Markov switching autoregressive model |
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)
0 references
30 June 2016
0 references
autocovariance structure
0 references
filter and smoothed probabilities
0 references
Markov switching autoregressive models
0 references
stationary time series
0 references
0 references
0 references
0.8333895802497864
0 references
0.8197486400604248
0 references
0.8150542974472046
0 references
0.8090171813964844
0 references
0.7993132472038269
0 references
