Pages that link to "Item:Q5081005"
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The following pages link to Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005):
Displaying 4 items.
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions (Q3632874) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- Impulse response function analysis for Markov switching VAR models (Q6140025) (← links)