The spectral representation of Markov switching ARMA models
type: Item
instance of: scholarly article
title: The spectral representation of Markov switching ARMA models
zbMATH Open document ID: 1217.62137
author: Beatrice Pataracchia
published in: Economics Letters
publication date: 2011-07-28T00:00:00Z
full work available at URL: 528.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 5933428
zbMATH Keywords: multivariate ARMA models
zbMATH Keywords: regime switching models
zbMATH Keywords: Markov switching models
zbMATH Keywords: frequency domain
MaRDI profile type: Publication
OpenAlex ID: W2065564750
cites work: Q4651858
cites work: Stationarity of multivariate Markov-switching ARMA models
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Q3323077
DOI: 10.1016/J.ECONLET.2011.03.003
description: scientific article; zbMATH DE number 5933428