Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337)
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scientific article; zbMATH DE number 6445202
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| English | Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models |
scientific article; zbMATH DE number 6445202 |
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Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (English)
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11 June 2015
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Markov-switching bilinear processes
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stationarity
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invertibility
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quasi-maximum likelihood
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strong consistency
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0.863558828830719
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0.8272807598114014
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0.8268620371818542
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0.8246496915817261
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0.8150112628936768
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