Spectral density of Markov-switching VARMA models
Maddalena Cavicchioli
| Year of publication: |
2013
|
|---|---|
| Authors: | Cavicchioli, Maddalena |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 2, p. 218-220
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| Subject: | Markov-switching VARMA | Spectral density | Stable VARMA representation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | ARMA-Modell | ARMA model | VAR-Modell | VAR model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010346322