Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models

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Auteurs

Date

2015

Discipline

Economies et finances

Type de document

Textes imprimés

Périmètre

Publications

Langue

Anglais

Identifiants

handle: 10670/1.3kimpy
PS_2015__19__268_0
oai:numdam.org:PS_2015__19__268_0
citation: ESAIM: Probability and Statistics, 19 (2015) p 268-292
ZBL 1330.62101
MR 3412646

Source

ESAIM: Probability and Statistics

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Ce document est lié à :
1292-8100

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Cellule Mathdoc

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Pierre Ailliot et al., « Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models », ESAIM: Probability and Statistics, ID : 10670/1.3kimpy

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