Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885)
From MaRDI portal
scientific article; zbMATH DE number 7753681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for quantile autoregression models with Markovian switching |
scientific article; zbMATH DE number 7753681 |
Statements
Maximum likelihood estimation for quantile autoregression models with Markovian switching (English)
0 references
24 October 2023
0 references
quantile autoregression
0 references
Markovian switching
0 references
maximum likelihood estimation (MLE)
0 references
EM algorithm
0 references
asymmetric Laplace distribution (ALD)
0 references
0 references
0 references
0 references
0 references
0 references
