Asymptotic properties of autoregressive regime-switching models (Q4921824)
From MaRDI portal
scientific article; zbMATH DE number 6162835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of autoregressive regime-switching models |
scientific article; zbMATH DE number 6162835 |
Statements
Asymptotic properties of autoregressive regime-switching models (English)
0 references
14 May 2013
0 references
likelihood ratio test
0 references
switching times series
0 references
hidden Markov model
0 references
