Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (Q4228054)
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: Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator |
scientific article; zbMATH DE number 1247963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator |
scientific article; zbMATH DE number 1247963 |
Statements
Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (English)
0 references
27 April 1999
0 references
nonlinear time series models
0 references
hidden Markov chains
0 references
switching models
0 references
maximum likelihood
0 references
consistency
0 references
