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Communications in Statistics - Theory and Methods Volume 42, 2013 - Issue 6
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Original Articles

Hidden Markov Mixture Autoregressive Models: Stability and Moments

S. H. Alizadeh Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran
&
S. Rezakhah Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, IranCorrespondence[email protected]
Pages 1087-1104 | Received 17 Jan 2011, Accepted 25 May 2011, Published online: 06 Feb 2013

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Read on this site (1)

N. Alemohammad, S. Rezakhah & S. H. Alizadeh. (2016) Markov switching component GARCH model: Stability and forecasting. Communications in Statistics - Theory and Methods 45:15, pages 4332-4348.
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Articles from other publishers (1)

Xiaoping Zhan, Tiefeng Ma, Shuangzhe Liu & Kunio Shimizu. (2018) Markov-Switching Linked Autoregressive Model for Non-continuous Wind Direction Data. Journal of Agricultural, Biological and Environmental Statistics 23:3, pages 410-425.
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