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

Author: Ailliot Pierre   Pène Françoise  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|268-292

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-10, pp. : 268-292

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Abstract