An Introduction to Regime Switching Time Series Models (Q3646985)
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scientific article; zbMATH DE number 5640065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Introduction to Regime Switching Time Series Models |
scientific article; zbMATH DE number 5640065 |
Statements
An Introduction to Regime Switching Time Series Models (English)
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27 November 2009
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observation switching
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Markov switching
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ARCH
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CVAR: GARCH
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likelihood-based estimation
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hypothesis testing
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0.818238377571106
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0.8130841255187988
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0.8097708821296692
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0.8090171813964844
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0.8021591901779175
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