A general autoregressive model with Markov switching: estimation and consistency (Q734539)
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scientific article; zbMATH DE number 5614397
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| English | A general autoregressive model with Markov switching: estimation and consistency |
scientific article; zbMATH DE number 5614397 |
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A general autoregressive model with Markov switching: estimation and consistency (English)
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13 October 2009
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asymptotic normality
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MLE
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0.8770310878753662
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0.8755798935890198
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0.8567851185798645
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0.8522486686706543
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