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Markov Switching Time Series

by newphysist
Tags: markov
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newphysist
#1
Nov29-12, 06:32 PM
P: 12
Hi,

I am looking for an introductory material on Markov Switching Time Series with a couple of toy examples maybe. I would like to see AR, MA and ARMA equations being developed and solved. I did google the keywords and all I find are research papers but I am looking for very introductory material if someone is aware of.

Thanks
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