Pages that link to "Item:Q2815965"
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The following pages link to A transitional Markov switching autoregressive model (Q2815965):
Displaying 14 items.
- A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- A gradual switching regression model with autocorrelated errors (Q899823) (← links)
- A two-state regime switching autoregressive model with an application to river flow analysis (Q997301) (← links)
- Dynamic linear models with Markov-switching (Q1318985) (← links)
- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature (Q1658459) (← links)
- Moments of Markov switching models (Q1973430) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
- Some theoretical results on Markov-switching autoregressive models with gamma innovations (Q2506480) (← links)
- Markov switching models for time series data with dramatic jumps (Q2912593) (← links)
- A Bayesian regime-switching time-series model (Q3103191) (← links)
- Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution (Q3429999) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
