Asymptotic Properties Of The Maximum Likelihood Estimator In Autoregressive Models With Markov Regime.pdf

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Title Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
File Name 0503681.pdf - 573.00 KB
Pages 53 pages
Owner arxiv.org
Author Randal Douc, Éric Moulines, Tobias Rydén
Creation date 17 years ago
Nb of downloads 64

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