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Margin-closed regime-switching multivariate time series models

Lin Zhang et al.

AStA Advances in Statistical Analysis2025https://doi.org/10.1007/s10182-025-00546-1article
ABDC C
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0.50

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https://doi.org/https://doi.org/10.1007/s10182-025-00546-1

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@article{lin2025,
  title        = {{Margin-closed regime-switching multivariate time series models}},
  author       = {Lin Zhang et al.},
  journal      = {AStA Advances in Statistical Analysis},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s10182-025-00546-1},
}

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Margin-closed regime-switching multivariate time series models

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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