Pages that link to "Item:Q997301"
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The following pages link to A two-state regime switching autoregressive model with an application to river flow analysis (Q997301):
Displaying 8 items.
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Some new concepts and their computational formulae in aggregated stochastic processes with classifications based on sojourn times (Q2404175) (← links)
- Malware Family Discovery Using Reversible Jump MCMC Sampling of Regimes (Q3121172) (← links)
- Active mode recognition of dynamic systems (Q5027978) (← links)
- Modelling intermittent anomalous diffusion with switching fractional Brownian motion (Q6559794) (← links)