HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157)
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scientific article; zbMATH DE number 6797562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS |
scientific article; zbMATH DE number 6797562 |
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HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (English)
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25 October 2017
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higher-order moments
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Markov switching
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VARMA models
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