Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime (Q3838306)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime |
scientific article |
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Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime (English)
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9 August 1998
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hidden Markov model
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autoregressive process
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Markov regime
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maximum likelihood estimation
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