Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135)
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| 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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0.865728497505188
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0.8656504154205322
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0.8621858954429626
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0.8343798518180847
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0.8300266265869141
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