A constrained maximum-likelihood approach to estimating switching regressions (Q811064)
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English | A constrained maximum-likelihood approach to estimating switching regressions |
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A constrained maximum-likelihood approach to estimating switching regressions (English)
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1991
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switching-regression model
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constrained maximum-likelihood
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consistent
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asymptotically normal
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efficient
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EM algorithm
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constrained maximizers of the likelihood function
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