SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302)
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scientific article; zbMATH DE number 1455828
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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