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Moments of Markov-Switching Models - MaRDI portal

Moments of Markov-Switching Models (Q5176899)

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scientific article; zbMATH DE number 6411292
Language Label Description Also known as
English
Moments of Markov-Switching Models
scientific article; zbMATH DE number 6411292

    Statements

    title
    Moments of Markov-Switching Models (English)
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    author
    Anna Petričková
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    publication date
    4 March 2015
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    zbMATH Keywords
    time series
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    nonlinear models
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    Markov-switching model
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    central moment
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    Identifiers

    Mathematics Subject Classification ID
    60J10
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    62M10
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    91B84
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    zbMATH DE Number
    6411292
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    OpenAlex ID
    W2024801431
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