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Moments of Markov-Switching Models Cover

Moments of Markov-Switching Models

Tatra Mountains Mathematical Publications
Volume 61 (2014): Issue 1 (December 2014)
By: Anna Petričková  
Open Access
|Mar 2015

References

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DOI: https://doi.org/10.2478/tmmp-2014-0032 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
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Language: English
Page range: 131 - 140
Submitted on: Oct 24, 2012
Published on: Mar 11, 2015
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
time series,
non-linear models,
Markov-switching model,
central moment
Related subjects:
Mathematics,
General mathematics

© 2015 Anna Petričková, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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