Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185)
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scientific article; zbMATH DE number 6763680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal distribution of Markov-switching <scp>VAR</scp> processes |
scientific article; zbMATH DE number 6763680 |
Statements
Marginal distribution of Markov-switching <scp>VAR</scp> processes (English)
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23 August 2017
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Markov-switching
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mixtures of normals
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state space models
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VAR models
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