Pages that link to "Item:Q1767737"
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The following pages link to Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737):
Displaying 9 items.
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs (Q2306746) (← links)
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model (Q3424229) (← links)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042) (← links)
- Temporally local maximum likelihood with application to SIS model (Q6140374) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)