Asymptotic properties of autoregressive regime-switching models (Q4921824)

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scientific article; zbMATH DE number 6162835
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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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