Pages that link to "Item:Q4228054"

The following pages link to Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (Q4228054):

Displaying 22 items.

• Efficient likelihood estimation in state space models (Q449965) (← links)
• A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
• Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← 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)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Exponential forgetting of smoothing distributions for pairwise Markov models (Q2042802) (← links)
• Some theoretical results on Markov-switching autoregressive models with gamma innovations (Q2506480) (← links)
• Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
• Linear diffusion with stationary switching regime (Q4452119) (← links)
• Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains (Q4929148) (← links)
• Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
• Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584) (← links)
• (Q5860429) (← links)
• Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
• On square-integrability of an AR process with Markov switching (Q5937049) (← links)
• Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) (← links)
• Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)