Stationnarité des modèles ARMA à changement de régime markovien (Q4498356)
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scientific article; zbMATH DE number 1491714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stationnarité des modèles ARMA à changement de régime markovien |
scientific article; zbMATH DE number 1491714 |
Statements
Stationnarité des modèles ARMA à changement de régime markovien (English)
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9 November 2000
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multivariate ARMA models
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Markov-switching
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stationarity
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0.9836276769638062
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0.8494559526443481
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0.8395799994468689
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0.8287185430526733
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