Pages that link to "Item:Q2722255"
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The following pages link to Autocovariance structure of Markov regime switching models and model selection (Q2722255):
Displaying 25 items.
- Weak VARMA representations of regime-switching state-space models (Q345368) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Spectral density of Markov-switching VARMA models (Q2451399) (← links)
- The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
- Identification of causal factor models of stationary time series (Q3023042) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- Robust estimation for order of hidden Markov models based on density power divergences (Q3589953) (← links)
- Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions (Q3632874) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- Asymptotic properties of autoregressive regime-switching models (Q4921824) (← links)
- Third and fourth moments of vector autoregressions with regime switching (Q4975126) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
- HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← 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)
