A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593): Difference between revisions

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Property / author: Lisandro J. Fermín / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2021.109347 / rank
 
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Property / OpenAlex ID: W4200003661 / rank
 
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Latest revision as of 04:43, 28 July 2024

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A proof of consistency of the MLE for nonlinear Markov-switching AR processes
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    A proof of consistency of the MLE for nonlinear Markov-switching AR processes (English)
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    4 March 2022
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    nonlinear autoregressive process
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    Markov switching
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    asymptotic normality
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    consistency
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    hidden Markov chain
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