Structure of a double autoregressive process driven by a hidden Markov chain (Q449432)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Structure of a double autoregressive process driven by a hidden Markov chain |
scientific article; zbMATH DE number 6074590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure of a double autoregressive process driven by a hidden Markov chain |
scientific article; zbMATH DE number 6074590 |
Statements
Structure of a double autoregressive process driven by a hidden Markov chain (English)
0 references
30 August 2012
0 references
Markov-switching AR-ARCH
0 references
strict stationarity
0 references
geometric ergodicity
0 references
moments
0 references
0 references
0 references
0 references
0 references
