Ergodicity of Autoregressive Processes with...

Statistics 1998 / 01 Vol. 32; Iss. 2

Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator

Francq, Christian, Roussignol, Michel
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Volume:
32
Language:
english
Journal:
Statistics
DOI:
10.1080/02331889808802659
Date:
January, 1998
File:
PDF, 1.12 MB
english, 1998
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