On Markov-switching periodic<i>ARMA</i>models (Q4638709)
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scientific article; zbMATH DE number 6865490
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| English | On Markov-switching periodic<i>ARMA</i>models |
scientific article; zbMATH DE number 6865490 |
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On Markov-switching periodic<i>ARMA</i>models (English)
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27 April 2018
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higher-order moments
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Markov-switching models
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maximum-likelihood method
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MS-PARMA models
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periodic ARMA model
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periodic stationarity
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0.9283706
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0.91934925
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0.90805626
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0.8999703
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0.8969491
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0.89247787
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0.89243686
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