Pages that link to "Item:Q3838306"
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The following pages link to Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime (Q3838306):
Displaying 3 items.
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models (Q1767484) (← links)
