Pages that link to "Item:Q392531"
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The following pages link to The autocorrelation function behavior of regime switching models: an empirical approach (Q392531):
Displaying 4 items.
- Can Markov switching model generate long memory? (Q741329) (← links)
- Learning about the across-regime correlation in switching regression models (Q1362497) (← links)
- Memory and infrequent breaks (Q1589599) (← links)
- Asymptotic properties of autoregressive regime-switching models (Q4921824) (← links)