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

@@ Property / author @@
-Lisandro J. Fermín
@@ Property / author: Lisandro J. Fermín / rank @@
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@@ Property / author @@
+Lisandro J. Fermín
@@ Property / author: Lisandro J. Fermín / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2021.109347
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@@ Property / OpenAlex ID @@
+W4200003661
@@ Property / OpenAlex ID: W4200003661 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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@@ Property / cites work @@
+A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency
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@@ Property / cites work @@
+A Markov model for switching regressions
@@ Property / cites work: A Markov model for switching regressions / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
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+Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime
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@@ Property / cites work @@
+Asymptotic theory of weakly dependent stochastic processes
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@@ Property / cites work @@
+Penalized estimate of the number of states in Gaussian linear AR with Markov regime
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2667593