The spectral representation of Markov switching ARMA models (Q553863)
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scientific article; zbMATH DE number 5933428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spectral representation of Markov switching ARMA models |
scientific article; zbMATH DE number 5933428 |
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The spectral representation of Markov switching ARMA models (English)
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28 July 2011
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multivariate ARMA models
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regime switching models
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Markov switching models
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frequency domain
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