Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0304-4076(98)00010-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1976153618 / rank | |||
Normal rank | |||
Latest revision as of 09:20, 30 July 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)
0 references
13 June 2000
0 references
finite-sample distribution
0 references
Markov-switching model
0 references
regime shifts
0 references
tables
0 references
maximum likelihood estimator
0 references
times series
0 references
0 references
0 references
