On ACVF of a regime switching AR(1) process (Q5259367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On ACVF of a regime switching AR(1) process |
scientific article; zbMATH DE number 6451345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On ACVF of a regime switching AR(1) process |
scientific article; zbMATH DE number 6451345 |
Statements
26 June 2015
0 references
auto-covariance function
0 references
autoregressive model
0 references
Markov chain
0 references
non-stationary process
0 references
0.7945253252983093
0 references
0.7923241853713989
0 references
0.7475084662437439
0 references
0.7444700002670288
0 references
