Cavicchioli, Maddalena Spectral analysis of Markov switching GARCH models with statistical inference. (English) Zbl 07677031 Scand. J. Stat. 50, No. 1, 102-119 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Cavicchioli}, Scand. J. Stat. 50, No. 1, 102--119 (2023; Zbl 07677031) Full Text: DOI
Cavicchioli, Maddalena On mixture autoregressive conditional heteroskedasticity. (English) Zbl 1432.62292 J. Stat. Plann. Inference 197, 35-50 (2018). MSC: 62M10 62F10 62F12 62M20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, J. Stat. Plann. Inference 197, 35--50 (2018; Zbl 1432.62292) Full Text: DOI
Cavicchioli, Maddalena Third and fourth moments of vector autoregressions with regime switching. (English) Zbl 1368.62243 Commun. Stat., Theory Methods 46, No. 9, 4181-4194 (2017). MSC: 62M10 62M02 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Commun. Stat., Theory Methods 46, No. 9, 4181--4194 (2017; Zbl 1368.62243) Full Text: DOI
Cavicchioli, Maddalena Statistical analysis of mixture vector autoregressive models. (English) Zbl 1373.62444 Scand. J. Stat. 43, No. 4, 1192-1213 (2016). MSC: 62M10 62F10 62P20 PDFBibTeX XMLCite \textit{M. Cavicchioli}, Scand. J. Stat. 43, No. 4, 1192--1213 (2016; Zbl 1373.62444) Full Text: DOI