Hellinger distance estimation of SSAR models (Q5952098)
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scientific article; zbMATH DE number 1687673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hellinger distance estimation of SSAR models |
scientific article; zbMATH DE number 1687673 |
Statements
Hellinger distance estimation of SSAR models (English)
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7 April 2002
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simultaneous switching autoregressive model
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consistency
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asymptotic normality
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minimum Hellinger distance estimates
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