Skewness and kurtosis of multivariate Markov-switching processes (Q1659107)
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scientific article; zbMATH DE number 6918329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skewness and kurtosis of multivariate Markov-switching processes |
scientific article; zbMATH DE number 6918329 |
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Skewness and kurtosis of multivariate Markov-switching processes (English)
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15 August 2018
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Markov-switching
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VAR models
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higher-order moments
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state space models
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