Seasonal autoregressions with regime switching

MaRDI QIDQ3418256zbMATH OpenFDO

Authors R. Paroli, L. Spezia

Publication date 2 February 2007

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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