A doubly Markov switching \textit{AR} model: some probabilistic properties and strong consistency

DOI10.1007/s10958-023-06262-yOpenAlexW4321617606MaRDI QIDQ6147566

Ahmed Ghezal

Publication date: 1 February 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-023-06262-y

zbMATH Keywords

consistencystationarityquasi-maximum likelihood estimation\(D-AR\) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Likelihood-based analysis in mixture global vars

Cites Work

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