HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157)

From MaRDI portal
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

    Statements

    HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (English)
    0 references
    25 October 2017
    0 references
    higher-order moments
    0 references
    Markov switching
    0 references
    VARMA models
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references