An Introduction to Regime Switching Time Series Models (Q3646985)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to Regime Switching Time Series Models |
scientific article |
Statements
An Introduction to Regime Switching Time Series Models (English)
0 references
27 November 2009
0 references
observation switching
0 references
Markov switching
0 references
ARCH
0 references
CVAR: GARCH
0 references
likelihood-based estimation
0 references
hypothesis testing
0 references
