ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS (Q5176866): Difference between revisions

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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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+Stationarity of multivariate Markov-switching ARMA models
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+Analytical derivatives for Morkov switching models
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+Analysis of time series subject to changes in regime
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+Dynamic linear models with Markov-switching
@@ Property / cites work: Dynamic linear models with Markov-switching / rank @@
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+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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@@ Property / DOI @@
+.1111/JTSA.12085
@@ Property / DOI: 10.1111/JTSA.12085 / rank @@
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+Publication:5176866