Pages that link to "Item:Q4975126"
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The following pages link to Third and fourth moments of vector autoregressions with regime switching (Q4975126):
Displaying 4 items.
- Skewness and kurtosis of multivariate Markov-switching processes (Q1659107) (← links)
- Singular value decomposition of the third multivariate moment (Q2341887) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)