Spectral analysis of Markov switching GARCH models with statistical inference (Q5889491)
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scientific article; zbMATH DE number 7677031
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| English | Spectral analysis of Markov switching GARCH models with statistical inference |
scientific article; zbMATH DE number 7677031 |
Statements
Spectral analysis of Markov switching GARCH models with statistical inference (English)
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21 April 2023
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ARMA representation
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autocovariance
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Markov switching GARCH
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nonlinear time series
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spectral density
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stationarity
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