SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302)
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scientific article; zbMATH DE number 1455828
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| English | SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS |
scientific article; zbMATH DE number 1455828 |
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SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (English)
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16 February 2001
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Markov-switching models
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nonlinear models
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stationarity
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finite second moments
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0.9149051
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0.88099515
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0.88074726
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0.87956166
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0.8786755
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0.8770175
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