A time series model with periodic stochastic regime switching
Eric Ghysels
| Year of publication: |
1993
|
|---|---|
| Authors: | Ghysels, Eric |
| Publisher: |
Minneapolis, Minn. |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | ARMA-Modell | ARMA model | Stochastischer Prozess | Stochastic process |
| Extent: | 43, A-10 S.: graph. Darst |
|---|---|
| Series: | Discussion paper / Institute for Empirical Macroeconomics. - Minneapolis, Minn., ZDB-ID 2611545-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 40 - 43 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000865918