A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593): Difference between revisions
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Revision as of 02:00, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proof of consistency of the MLE for nonlinear Markov-switching AR processes |
scientific article |
Statements
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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