SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL (Q4892827)
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scientific article; zbMATH DE number 922073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL |
scientific article; zbMATH DE number 922073 |
Statements
SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL (English)
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14 January 1997
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simultaneous switching autoregressive model
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maximum likelihood estimator
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finite sample properties
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Markovian nonlinear time series model
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least squares estimator
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Gaussian disturbances
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