Pages that link to "Item:Q345368"
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The following pages link to Weak VARMA representations of regime-switching state-space models (Q345368):
Displaying 11 items.
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Regime switching state-space models applied to psychological processes: handling missing data and making inferences (Q418428) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Spectral density of Markov-switching VARMA models (Q2451399) (← links)
- Autocovariance structure of Markov regime switching models and model selection (Q2722255) (← links)
- Statistical analysis of mixture vector autoregressive models (Q2835319) (← links)
- DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS (Q2933197) (← links)
- Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
