Markov regime switching in mean and in fractional integration parameter
Özkan, Harun, Stengos, Thanasis, Yazgan, EgeLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2016.1222421
Date:
September, 2016
File:
PDF, 620 KB
english, 2016