Markov switch smooth transition HYGARCH model: Stability and estimation
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Publication:5077192
DOI10.1080/03610926.2019.1576884OpenAlexW2962693530MaRDI QIDQ5077192
Ferdous Mohammadi Basatini, Saeid Rezakhah
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.00739
Bayesian inference (62F15) Statistics (62-XX) Economic time series analysis (91B84) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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