Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337): Difference between revisions

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+ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
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+On an independent and identically distributed mixture bilinear time-series model
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+Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes
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+On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing
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+Strict stationarity of generalized autoregressive processes
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+On White Noises Driven by Hidden Markov Chains
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+Stationarity of multivariate Markov-switching ARMA models
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+The \(L^2\)-structures of standard and switching-regime GARCH models
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+A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
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+Q4158357
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+Q3831895
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Asymptotic properties for the first-order bilinear time series model
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+Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime
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+On stationarity and ergodicity of the bilinear model with applications to GARCH models
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+Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching
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+Maximum-likelihood estimation for hidden Markov models
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+On the general bilinear time series model
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+J. of time series anal.
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+On the first-order bilinear time series model
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+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
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+Some remarks on bilinear time series models
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+Consistency of maximum likelihood estimators for the regime-switching GARCH model
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+SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH  MARKOV-SWITCHING COEFFICIENTS
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+On stability of nonlinear AR processes with Markov switching
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