Seasonal autoregressions with regime switching

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Keywords

@article{d497f3ad58294b0eaeb5f7b04d6a7953,

title = "Seasonal autoregressions with regime switching",

keywords = "Markov Switching models, Metropolis whithin Gibbs, Ozone data, Markov Switching models, Metropolis whithin Gibbs, Ozone data",

author = "Roberta Paroli and Luigi Spezia",

year = "2004",

language = "English",

pages = "1--23",

journal = "Statistica",

issn = "0390-590X",

publisher = "University of Bologna",

}

TY - JOUR

T1 - Seasonal autoregressions with regime switching

AU - Paroli, Roberta

AU - Spezia, Luigi

PY - 2004

Y1 - 2004

KW - Markov Switching models

KW - Metropolis whithin Gibbs

KW - Ozone data

KW - Markov Switching models

KW - Metropolis whithin Gibbs

KW - Ozone data

UR - http://hdl.handle.net/10807/1652

M3 - Article

SN - 0390-590X

SP - 1

EP - 23

JO - Statistica

JF - Statistica

ER -