Pages that link to "Item:Q928854"
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The following pages link to Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854):
Displaying 6 items.
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- On random coefficient INAR(1) processes (Q1935708) (← links)
- Threshold Vector Arma Models (Q2792294) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
