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subject:"Germany"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~language:"eng"
~subject:"Stochastic process"
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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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2
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
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3
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
4
The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung
- In:
Econometric theory
16
(
2000
)
3
,
pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
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