Pages that link to "Item:Q553863"
From MaRDI portal
The following pages link to The spectral representation of Markov switching ARMA models (Q553863):
Displaying 8 items.
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Spectral density of Markov-switching VARMA models (Q2451399) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
