Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481)

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Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
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    Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (English)
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    12 February 2016
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    Markov-switching autoregressive process
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    non-homogeneous hidden Markov process
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    maximum likelihood
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    consistency
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    stability
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    MacKenzie River lynx dataset
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