Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646): Difference between revisions
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Revision as of 03:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching |
scientific article |
Statements
Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (English)
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13 June 2000
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finite-sample distribution
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Markov-switching model
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regime shifts
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tables
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maximum likelihood estimator
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times series
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