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