Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885)
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scientific article; zbMATH DE number 7753681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for quantile autoregression models with Markovian switching |
scientific article; zbMATH DE number 7753681 |
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Maximum likelihood estimation for quantile autoregression models with Markovian switching (English)
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24 October 2023
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quantile autoregression
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Markovian switching
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maximum likelihood estimation (MLE)
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EM algorithm
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asymmetric Laplace distribution (ALD)
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