Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Damba Lkhagvasuren

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Journal of Applied Econometrics

Social Sciences

English

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

SSRN Electronic Journal

English

Related publications

Finite-State Markov Chains

English

Finite-State Markov Chains Obey Benford's Law

SSRN Electronic Journal

English

Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

SIAM Journal on Applied Dynamical Systems

English

Countable State Markov Processes: Non-Explosiveness and Moment Function

Probability in the Engineering and Informational Sciences

Manufacturing Engineering

Management Science

Operations Research

English

A Direct Projection Method for Markov Chains

Linear Algebra and Its Applications

Numerical Analysis

Discrete Mathematics

English

Identification-Robust Moment-Based Tests for Markov Switching in Autoregressive Models

Econometric Reviews

English

Approximation of Arbitrary Dirichlet Processes by Markov Chains

Annales de l'institut Henri Poincare (B) Probability and Statistics

English

Finite Sample Effects in Vector Autoregressive Modeling

IEEE Transactions on Instrumentation and Measurement

Electronic Engineering

Instrumentation

English