Pages that link to "Item:Q2667593"
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The following pages link to A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593):
Displaying 4 items.
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models (Q2786481) (← links)
- On stability of nonlinear AR processes with Markov switching (Q4507946) (← links)
- A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency (Q4596425) (← links)