A general autoregressive model with Markov switching: estimation and consistency (Q734539)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general autoregressive model with Markov switching: estimation and consistency |
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A general autoregressive model with Markov switching: estimation and consistency (English)
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13 October 2009
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asymptotic normality
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MLE
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