Pages that link to "Item:Q2704141"
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The following pages link to Time-series model with periodic stochastic regime switching. I: Theory (Q2704141):
Displaying 7 items.
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Time-series model with periodic stochastic regime switching (Q2739288) (← links)
- Modelling phase shifts among stochastic cycles (Q3156195) (← links)
- (Q3157577) (← links)
- (Q3570299) (← links)
- Regime switching models for circular and linear time series (Q6135353) (← links)