Pages that link to "Item:Q4507946"
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The following pages link to On stability of nonlinear AR processes with Markov switching (Q4507946):
Displaying 28 items.
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
- On the stationary law of a nonlinear autoregressive Markov chain (Q1336981) (← links)
- On least squares estimation for stable nonlinear AR processes (Q1585890) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Stability of a random diffusion with nonlinear drift (Q1771427) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Penalized estimate of the number of states in Gaussian linear AR with Markov regime (Q1951792) (← links)
- Exponential forgetting of smoothing distributions for pairwise Markov models (Q2042802) (← links)
- Stability analysis of switched ARX models and application to learning with guarantees (Q2085157) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Some theoretical results on Markov-switching autoregressive models with gamma innovations (Q2506480) (← links)
- A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
- Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models (Q2786481) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- Linear diffusion with stationary switching regime (Q4452119) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660) (← links)
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models (Q5037794) (← links)
- First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673) (← links)
- Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes (Q5898263) (← links)
- Asymptotic analysis of temporal-difference learning algorithms with constant step-sizes (Q5920615) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
- Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
