Weak VARMA representations of regime-switching state-space models (Q345368)
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scientific article; zbMATH DE number 6658609
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| English | Weak VARMA representations of regime-switching state-space models |
scientific article; zbMATH DE number 6658609 |
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Weak VARMA representations of regime-switching state-space models (English)
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1 December 2016
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Markov chains
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regime-switching models
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time series
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state-space models
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regime number
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0.8642679452896118
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0.8267658948898315
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0.8231028318405151
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0.8064674139022827
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0.8064674139022827
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