On ACVF of a regime switching AR(1) process (Q5259367)
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scientific article; zbMATH DE number 6451345
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| English | On ACVF of a regime switching AR(1) process |
scientific article; zbMATH DE number 6451345 |
Statements
26 June 2015
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auto-covariance function
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autoregressive model
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Markov chain
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non-stationary process
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0.7945253252983093
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0.7923241853713989
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0.7475084662437439
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0.7444700002670288
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