Pages that link to "Item:Q2804016"
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The following pages link to On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016):
Displayed 6 items.
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) (← links)