Asymptotic properties of autoregressive regime-switching models (Q4921824)
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scientific article; zbMATH DE number 6162835
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| default for all languages | No label defined |
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| English | Asymptotic properties of autoregressive regime-switching models |
scientific article; zbMATH DE number 6162835 |
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Asymptotic properties of autoregressive regime-switching models (English)
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14 May 2013
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likelihood ratio test
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switching times series
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hidden Markov model
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0.90306497
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0.89346683
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0.8888258
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0.8844519
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0.8843632
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0.8831308
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