Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (Q4228054): Difference between revisions
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scientific article; zbMATH DE number 1247963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator |
scientific article; zbMATH DE number 1247963 |
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Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (English)
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27 April 1999
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nonlinear time series models
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hidden Markov chains
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switching models
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maximum likelihood
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consistency
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