Minimum distance estimation of Markov-switching bilinear processes (Q2953974)
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scientific article; zbMATH DE number 6673727
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| English | Minimum distance estimation of Markov-switching bilinear processes |
scientific article; zbMATH DE number 6673727 |
Statements
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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0.863558828830719
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0.8347320556640625
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0.8100669384002686
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0.8092503547668457
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0.8003246784210205
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