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HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS - MaRDI portal

HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157)

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scientific article; zbMATH DE number 6797562
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English
HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS
scientific article; zbMATH DE number 6797562

    Statements

    title
    HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (English)
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    publication date
    25 October 2017
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    zbMATH Keywords
    higher-order moments
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    Markov switching
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    VARMA models
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    cites work
    Q4651858
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    Q2839662
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    Q4840212
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    Matrix Analysis
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    Q4281444
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    Q4427515
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M05
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    62E20
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    62H15
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    zbMATH DE Number
    6797562
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    OpenAlex ID
    W2540140152
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