Pages that link to "Item:Q3838306"

The following pages link to Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime (Q3838306):

Displaying 20 items.

• A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
• How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
• Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
• Kernel-based hidden Markov conditional densities (Q2076125) (← links)
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
• Some theoretical results on Markov-switching autoregressive models with gamma innovations (Q2506480) (← links)
• A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
• Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
• Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains (Q4929148) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
• Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
• HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS (Q5371157) (← links)
• Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
• Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
• A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
• Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)