Markov switching model of nonlinear autoregressive with skew-symmetric innovations (Q5107340)
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scientific article; zbMATH DE number 7193740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov switching model of nonlinear autoregressive with skew-symmetric innovations |
scientific article; zbMATH DE number 7193740 |
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Markov switching model of nonlinear autoregressive with skew-symmetric innovations (English)
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27 April 2020
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Markov switching models
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semi-parametric autoregression
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skew symmetric innovations
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EM algorithm
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geometric ergodicity
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