Autoregressive Moving Average Infinite Hidden Markov-Switching Models

DOI10.1080/07350015.2015.1123636zbMath1546.62951MaRDI QIDQ6616605

Luc Bauwens, Arnaud Dufays, Jean-François Carpantier

Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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