Seasonal autoregressions with regime switching

zbMATH Open1225.62126MaRDI QIDQ3418256FDOQ3418256

Authors: R. Paroli, L. Spezia 

Publication date: 2 February 2007

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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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• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
• Title not available (Why is that?)
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