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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
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Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François; Dufays, Arnaud - 2014
Persistent link: https://www.econbiz.de/10010483766
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Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud - 2015
Persistent link: https://www.econbiz.de/10010484019
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Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François; Dufays, Arnaud - 2014
Persistent link: https://www.econbiz.de/10010385182