Minimum distance estimation of Markov-switching bilinear processes
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Publication:2953974
DOI10.1080/02331888.2016.1229783zbMath1356.62120OpenAlexW2520337943MaRDI QIDQ2953974
Abdelouahab Bibi, Ahmed Ghezal
Publication date: 11 January 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2016.1229783
minimum distance estimationsecond-order stationarityMarkov-switching bilinear processes\(q\)-dependent Markov chain
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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