The spectral representation of Markov switching ARMA models
Copyright policy )The spectral representation of Markov switching ARMA models
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- Tilburg University Netherlands
Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate ARMA models, Multivariate ARMA models; Regime-switching models; Markov switching models; Frequency Domain, Inference from stochastic processes and spectral analysis, frequency domain, Markov switching models, regime switching models, jel: jel:C32, jel: jel:E52, jel: jel:C44
Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate ARMA models, Multivariate ARMA models; Regime-switching models; Markov switching models; Frequency Domain, Inference from stochastic processes and spectral analysis, frequency domain, Markov switching models, regime switching models, jel: jel:C32, jel: jel:E52, jel: jel:C44
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