Asymptotic behavior of the maximum likelihood estimator for general Markov switching models
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Publication:6593367
DOI10.5705/SS.202021.0336MaRDI QIDQ6593367
Publication date: 26 August 2024
Published in: STATISTICA SINICA (Search for Journal in Brave)
consistencyasymptotic normalityrecurrent neural networksMarkovian iterated function systemsswitching linear state space model
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