Spectral density of Markov-switching VARMA models (Q2451399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral density of Markov-switching VARMA models |
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Spectral density of Markov-switching VARMA models (English)
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3 June 2014
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Markov-switching VARMA
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spectral density
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stable VARMA representation
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