Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Annals of Statistics Année : 2004

Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

Randal Douc
Éric Moulines
Tobias Rydén
  • Fonction : Auteur

Dates et versions

hal-04081670 , version 1 (25-04-2023)

Identifiants

Citer

Randal Douc, Éric Moulines, Tobias Rydén. Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Annals of Statistics, 2004, 32 (5), ⟨10.1214/009053604000000021⟩. ⟨hal-04081670⟩
5 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More