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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometric theory 26 (2010) 4, pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 27 (2011) 6, pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
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Testing for the Markov property in time series
Chen, Bin; Hong, Yongmiao - In: Econometric theory 28 (2012) 1, pp. 130-178
Persistent link: https://www.econbiz.de/10009520968
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Causal analysis after Haavelmo
Heckman, James J.; Pinto, Rodrigo - In: Econometric theory 31 (2015) 1, pp. 115-151
Persistent link: https://www.econbiz.de/10010532107
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Integrated Markov-switching GARCH process
Liu, Ji-Chun - In: Econometric theory 25 (2009) 5, pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
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On the stationarity of Markov-switching GARCH processes
Abramson, Ari; Cohen, Israel - In: Econometric theory 23 (2007) 3, pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
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A hidden Markov model for the detection of pure and mixed strategy play in games
Shachat, Jason M.; Swarthout, J. Todd; Wei, Lijia - In: Econometric theory 31 (2015) 4, pp. 729-752
Persistent link: https://www.econbiz.de/10011341929
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Hidden Markov structures for dynamic copulae
Härdle, Wolfgang; Okhrin, Ostap; Wang, Weining - In: Econometric theory 31 (2015) 5, pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496