Pages that link to "Item:Q4807312"
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The following pages link to COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS” (Q4807312):
Displaying 4 items.
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
