Markov regime switching in mean and in fractional integration parameter (Q4607353)
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: Markov regime switching in mean and in fractional integration parameter |
scientific article; zbMATH DE number 6849561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markov regime switching in mean and in fractional integration parameter |
scientific article; zbMATH DE number 6849561 |
Statements
Markov regime switching in mean and in fractional integration parameter (English)
0 references
13 March 2018
0 references
fractional integration
0 references
long memory time series
0 references
Markov regime switching
0 references
0 references
0 references
0.87348413
0 references
0 references
0.86703587
0 references
0.86275077
0 references
0.8593721
0 references
0.85748035
0 references
0.85667396
0 references
0.8565223
0 references
0.85526824
0 references
0.8549967
0 references
