Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481): Difference between revisions

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+W1997497569
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+.2116
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@@ Property / cites work @@
+Some theoretical results on Markov-switching autoregressive models with gamma innovations
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+Non-homogeneous hidden Markov-switching models for wind time series
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+Q4715954
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+On the ergodicity of \(TAR(1)\) processes
@@ Property / cites work: On the ergodicity of \(TAR(1)\) processes / rank @@
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+Asymptotics 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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+Nonlinear time series. Nonparametric and parametric methods
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+Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
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+Estimation of Markov regime-switching regression models with endogenous switching
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+Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime
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+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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+Exponential forgetting and geometric ergodicity in hidden Markov models
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+Maximum-likelihood estimation for hidden Markov models
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+Identifiability of Finite Mixtures
@@ Property / cites work: Identifiability of Finite Mixtures / rank @@
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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+On square-integrability of an AR process with Markov switching
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+On stability of nonlinear AR processes with Markov switching
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