Asymptotic properties of autoregressive regime-switching models (Q4921824)
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scientific article; zbMATH DE number 6162835
Language | Label | Description | Also known as |
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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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