Markov switching models for time series data with dramatic jumps (Q2912593)
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scientific article; zbMATH DE number 6082862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov switching models for time series data with dramatic jumps |
scientific article; zbMATH DE number 6082862 |
Statements
14 September 2012
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fluctuations of exchange rate
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Markov switching autoregressive models
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nonlinear times series models
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Markov switching models for time series data with dramatic jumps (English)
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