Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870)
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: Asymptotic properties of the maximum likelihood estimator in regime switching econometric models |
scientific article; zbMATH DE number 7048561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of the maximum likelihood estimator in regime switching econometric models |
scientific article; zbMATH DE number 7048561 |
Statements
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (English)
0 references
29 April 2019
0 references
asymptotic distribution
0 references
autoregressive conditional heteroscedasticity
0 references
maximum likelihood estimator
0 references
Markov regime switching
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9109843
0 references
0.9080174
0 references
0 references
0 references
0.88886946
0 references
0.88643837
0 references
