A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (Q6147566)
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scientific article; zbMATH DE number 7798130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency |
scientific article; zbMATH DE number 7798130 |
Statements
A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency (English)
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1 February 2024
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\(D-AR\) model
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stationarity
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quasi-maximum likelihood estimation
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consistency
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