Third and fourth moments of vector autoregressions with regime switching (Q4975126)
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scientific article; zbMATH DE number 6756489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Third and fourth moments of vector autoregressions with regime switching |
scientific article; zbMATH DE number 6756489 |
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Third and fourth moments of vector autoregressions with regime switching (English)
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3 August 2017
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Markov switching VAR models
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multivariate skewness and kurtosis
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stationarity
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third and fourth moments
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