Pages that link to "Item:Q4638709"
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The following pages link to On Markov-switching periodic<i>ARMA</i>models (Q4638709):
Displaying 10 items.
- The spectral representation of Markov switching ARMA models (Q553863) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Mixed-frequency VAR models with Markov-switching dynamics (Q2453034) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model (Q2666454) (← links)
- Time-series model with periodic stochastic regime switching. I: Theory (Q2704141) (← links)
- A transitional Markov switching autoregressive model (Q2815965) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
- Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution (Q3429999) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)