Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the maximum likelihood estimator in regime switching econometric models |
scientific article |
Statements
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (English)
0 references
29 April 2019
0 references
asymptotic distribution
0 references
autoregressive conditional heteroscedasticity
0 references
maximum likelihood estimator
0 references
Markov regime switching
0 references
0 references
0 references
0 references
0 references
0 references
