Pages that link to "Item:Q1659107"
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The following pages link to Skewness and kurtosis of multivariate Markov-switching processes (Q1659107):
Displaying 4 items.
- A generalized skewness statistic for stationary ergodic martingale differences (Q2437896) (← links)
- Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
- Third and fourth moments of vector autoregressions with regime switching (Q4975126) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)