A constrained maximum-likelihood approach to estimating switching regressions (Q811064): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:06, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained maximum-likelihood approach to estimating switching regressions |
scientific article |
Statements
A constrained maximum-likelihood approach to estimating switching regressions (English)
0 references
1991
0 references
switching-regression model
0 references
constrained maximum-likelihood
0 references
consistent
0 references
asymptotically normal
0 references
efficient
0 references
EM algorithm
0 references
constrained maximizers of the likelihood function
0 references
