Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data

Phoong Seuk WaiSek Siok KunMohd Tahir IsmailSamsul AriffinAbdul Karim2025-01-022025-01-022015-0510.1109/ISMSC.2015.7594083https://dspace-cris.utar.edu.my/handle/123456789/9640Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series dataproceedings-article