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Skewness and kurtosis of multivariate Markov-switching processes

descriptionPublicationkeyboard_double_arrow_right Article 01 Aug 2016 Italy English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 100, pages 153-159 (issn: 0167-9473, Copyright policy )
Authors: FIORENTINI, GABRIELE; Planas, Christophe; Rossi, Alessandro;

doi: 10.1016/j.csda.2015.06.009

handle: 2158/1038912

Skewness and kurtosis of multivariate Markov-switching processes

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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Italy
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Keywords

Applications of statistics to actuarial sciences and financial mathematics, Statistics and Probability, state space models, Higher-order moments, Applied Mathematics, higher-order moments, Higher-order moments; Markov-switching; State space models; VAR models; Computational Mathematics; Computational Theory and Mathematics; Statistics and Probability; Applied Mathematics, Computational Mathematics, Computational Theory and Mathematics, Markov-switching, VAR models, Computational methods for problems pertaining to statistics, State space models

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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Average
Average
Average
Green
hybrid