Stationarity of multivariate Markov-switching ARMA models (Q5942686)
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scientific article; zbMATH DE number 1643362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity of multivariate Markov-switching ARMA models |
scientific article; zbMATH DE number 1643362 |
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Stationarity of multivariate Markov-switching ARMA models (English)
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19 March 2002
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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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second-order stationary time series
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