Minimum distance estimation of Markov-switching bilinear processes (Q2953974)

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Minimum distance estimation of Markov-switching bilinear processes
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    Minimum distance estimation of Markov-switching bilinear processes (English)
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    11 January 2017
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    Markov-switching bilinear processes
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    second-order stationarity
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    \(q\)-dependent Markov chain
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    minimum distance estimation
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