Pages that link to "Item:Q1770072"
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The following pages link to Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072):
Displaying 7 items.
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Conditional forecasts on SVAR models using the Kalman filter (Q1925637) (← links)
- Combining a regression model with a multivariate Markov chain in a forecasting problem (Q2453931) (← links)
- What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387) (← links)
- Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’ (Q3818957) (← links)
- (Q4533131) (← links)
- Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)