A general autoregressive model with Markov switching: estimation and consistency (Q734539)

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scientific article; zbMATH DE number 5614397
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A general autoregressive model with Markov switching: estimation and consistency
scientific article; zbMATH DE number 5614397

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    A general autoregressive model with Markov switching: estimation and consistency (English)
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    13 October 2009
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    asymptotic normality
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    MLE
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