Pages that link to "Item:Q4678804"
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The following pages link to Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804):
Displaying 15 items.
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
- A proof of consistency of the MLE for nonlinear Markov-switching AR processes (Q2667593) (← links)
- On the Markov-switching bilinear processes: stationarity, higher-order moments and <i>β</i>-mixing (Q2804016) (← links)
- Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← 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)
- On Markov-switching periodic<i>ARMA</i>models (Q4638709) (← links)
- SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS (Q4954302) (← links)
- Stationarity of multivariate Markov-switching ARMA models (Q5942686) (← links)
- Synthetic learner: model-free inference on treatments over time (Q6163256) (← links)
- Spectral representation of Markov-switching bilinear processes (Q6566510) (← links)
