Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337): Difference between revisions
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Revision as of 07:48, 5 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)
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11 June 2015
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Markov-switching bilinear processes
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stationarity
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invertibility
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quasi-maximum likelihood
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strong consistency
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