Pages that link to "Item:Q5937049"
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The following pages link to On square-integrability of an AR process with Markov switching (Q5937049):
Displaying 14 items.
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
- ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES (Q2886955) (← links)
- Theory and inference for a Markov switching GARCH model (Q3004023) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
