Pages that link to "Item:Q2123263"
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The following pages link to Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263):
Displaying 5 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)