Pages that link to "Item:Q4921824"
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The following pages link to Asymptotic properties of autoregressive regime-switching models (Q4921824):
Displaying 7 items.
- Asymptotics for regression models under loss of identifiability (Q505478) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Mixtures of Nonlinear Poisson Autoregressions (Q4997690) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)