Pages that link to "Item:Q4228054"
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The following pages link to Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator (Q4228054):
Displaying 3 items.
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← 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)
