This is a preview. Log in through your library . Abstract Let $X(t), -\infty < t < \infty$, be a stationary time series with mean cx. Let $0 < \tau_{1} < \tau_{2 ...
The normal distribution (also known as the Gaussian distribution) is arguably the most important distribution in Statistics. It is often used to represent continuous random variables occurring in ...
We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...
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