Penalized estimate of the number of states in Gaussian linear AR with Markov regime

From MaRDI portal
Publication:1951792

DOI10.1214/08-EJS272zbMath1320.62194arXiv0807.2726OpenAlexW3105146873MaRDI QIDQ1951792

Luis-Angel Rodríguez, Ricardo Rios

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.2726




Related Items (4)



Cites Work


This page was built for publication: Penalized estimate of the number of states in Gaussian linear AR with Markov regime