Stationarity of multivariateMarkov-switching ARMA models
Year of publication: |
2001
|
---|---|
Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 102.2001, 2, p. 339-364
|
Subject: | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model |
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