Pages that link to "Item:Q2348337"

The following pages link to Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337):

Displaying 10 items.

• Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
• QML estimation of asymmetric Markov switching GARCH(\(p,q\)) processes (Q2063074) (← links)
• Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes (Q2269670) (← 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)
• Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
• (Q6143453) (← links)
• A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566) (← links)
• On the existence of stationary threshold bilinear processes (Q6581351) (← links)
• On the \(p\)-dimensional system of nonlinear difference equations: \((K+2)\)-periodic solutions and convergence (Q6633234) (← links)