Pages that link to "Item:Q1767737"
From MaRDI portal
The following pages link to Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737):
Displaying 7 items.
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs (Q2306746) (← links)
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)