Asymptotic behavior of the maximum likelihood estimator for general Markov switching models (Q6593367)
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scientific article; zbMATH DE number 7901845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the maximum likelihood estimator for general Markov switching models |
scientific article; zbMATH DE number 7901845 |
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Asymptotic behavior of the maximum likelihood estimator for general Markov switching models (English)
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26 August 2024
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asymptotic normality
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consistency
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Markovian iterated function systems
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recurrent neural networks
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switching linear state space model
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