Spectral representation of Markov-switching bilinear processes
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Publication:6566510
DOI10.1007/s40863-023-00380-wMaRDI QIDQ6566510
Publication date: 3 July 2024
Published in: São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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