Marginal distribution of Markov-switching <scp>VAR</scp> processes
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Publication:5349185
DOI10.1080/03610926.2015.1132324zbMath1391.62167OpenAlexW2469082462MaRDI QIDQ5349185
Alessandro Rossi, Gabriele Fiorentini, Christophe Planas
Publication date: 23 August 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1132324
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximations to statistical distributions (nonasymptotic) (62E17)
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