Pages that link to "Item:Q5400785"

The following pages link to Consistency of maximum likelihood estimators for the regime-switching GARCH model (Q5400785):

Displaying 7 items.

• Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure (Q1703024) (← links)
• Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
• QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
• Bayesian analysis of switching ARCH models (Q5467629) (← links)
• A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
• On the Markov-switching autoregressive stochastic volatility processes (Q6642745) (← links)