Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime |
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Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (English)
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28 February 2005
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asymptotic normality
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autoregressive process
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consistency
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geometric ergodicity
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hidden Markov model
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identifiability
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maximum likelihood
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switching autoregression
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