Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785): Difference between revisions

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+Autoregressive conditional heteroskedasticity and changes in regime
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+Conditional Heteroskedasticity Driven by Hidden Markov Chains
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Q4864761
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+GARCH processes: structure and estimation
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+Maximum-likelihood estimation for hidden Markov models
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+Estimating the Order of Hidden Markov Models
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Strict stationarity of generalized autoregressive processes
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+Q4076577
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+Q4084474
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+Subadditive ergodic theory
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+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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+Q2709279
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