Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models (Q2786481)
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scientific article; zbMATH DE number 6541383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models |
scientific article; zbMATH DE number 6541383 |
Statements
12 February 2016
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Markov-switching autoregressive process
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non-homogeneous hidden Markov process
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maximum likelihood
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consistency
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stability
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MacKenzie River lynx dataset
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Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models (English)
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