ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS (Q5176866)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS |
scientific article; zbMATH DE number 6411238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS |
scientific article; zbMATH DE number 6411238 |
Statements
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV‐SWITCHING VAR(CH) MODELS (English)
0 references
4 March 2015
0 references
time series with changes in regime
0 references
Markov-switching VAR models
0 references
filtering
0 references
smoothing
0 references
MLE
0 references
asymptotic variance matrix
0 references
0 references
0 references
0 references
