scientific article; zbMATH DE number 2169161

MaRDI QIDQ4675335zbMATH OpenFDO

Authors Roman S. Polishchuk

Publication date 20 May 2005

zbMATH Keywords

consistencyhidden Markov chainleast-squares method

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 1974343
• Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
• scientific article; zbMATH DE number 1165676
• Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime
• Least squares type estimation of the transition density of a particular hidden Markov chain

Cited in

(2)

• scientific article; zbMATH DE number 1974343 (Why is no real title available?)
• scientific article; zbMATH DE number 802790 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4675335)