Pages that link to "Item:Q2451399"
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The following pages link to Spectral density of Markov-switching VARMA models (Q2451399):
Displaying 18 items.
- The spectral representation of Markov switching ARMA models (Q553863) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Mixed-frequency VAR models with Markov-switching dynamics (Q2453034) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
- Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
- On the Markov-switching autoregressive stochastic volatility processes (Q6642745) (← links)
