Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2015.02.010 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1998669157 / rank | |||
Normal rank |
Revision as of 01:23, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models |
scientific article |
Statements
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (English)
0 references
11 June 2015
0 references
Markov-switching bilinear processes
0 references
stationarity
0 references
invertibility
0 references
quasi-maximum likelihood
0 references
strong consistency
0 references