Markov switch smooth transition HYGARCH model: stability and estimation (Q5077192)
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scientific article; zbMATH DE number 7528687
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| English | Markov switch smooth transition HYGARCH model: stability and estimation |
scientific article; zbMATH DE number 7528687 |
Statements
Markov switch smooth transition HYGARCH model: Stability and estimation (English)
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18 May 2022
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HYGARCH
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long rang dependence
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Markov switching
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smooth transition
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griddy Gibbs sampling
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0.8041130304336548
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0.8006828427314758
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0.7920163869857788
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0.7874447703361511
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0.7832083702087402
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