Pages that link to "Item:Q5400785"
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The following pages link to Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785):
Displaying 3 items.
- QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)