Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694)
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scientific article; zbMATH DE number 7792832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities |
scientific article; zbMATH DE number 7792832 |
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Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (English)
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23 January 2024
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autoregressive models
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consistency
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covariate-dependent transition probabilities
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hidden Markov model
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Markov-switching model
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maximum likelihood
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local asymptotic normality
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misspecified models
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