The spectral representation of Markov switching ARMA models (Q553863)
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scientific article; zbMATH DE number 5933428
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| English | The spectral representation of Markov switching ARMA models |
scientific article; zbMATH DE number 5933428 |
Statements
The spectral representation of Markov switching ARMA models (English)
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28 July 2011
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multivariate ARMA models
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regime switching models
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Markov switching models
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frequency domain
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0.8769863843917847
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0.818996012210846
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0.791323184967041
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0.7825202345848083
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0.7762637138366699
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